+40.6%
HAL vs CG
+351.2%
-310.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | +2.9% | -4.3% | +7.3% | +5.0% |
| 30D | +17.0% | -5.1% | +22.1% | +19.3% |
| 3M | -9.7% | +8.7% | -18.3% | -14.3% |
| 6M | +8.6% | -9.2% | +17.9% | +11.0% |
| YTD | +33.0% | -18.9% | +51.8% | +42.1% |
| 1Y | +68.3% | -25.6% | +94.0% | +86.4% |
| 3Y | +0.1% | +57.3% | -57.2% | -27.8% |
| 5Y | +102.6% | +10.2% | +92.5% | +63.1% |
| 10Y | +3.8% | +364.2% | -360.4% | -57.9% |
| All | +40.6% | +351.2% | -310.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling