+1.2%
HAL vs CI
+141.2%
-140.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.4% |
| 7D | +0.5% | -2.6% | +3.0% | +1.7% |
| 30D | +15.9% | -2.4% | +18.3% | +17.0% |
| 3M | -8.7% | -4.8% | -4.0% | -7.3% |
| 6M | +9.0% | +2.1% | +6.9% | +6.1% |
| YTD | +32.0% | +1.4% | +30.7% | +28.7% |
| 1Y | +72.5% | -6.8% | +79.2% | +72.2% |
| 3Y | -4.5% | +3.3% | -7.8% | -15.5% |
| 5Y | +109.7% | +41.1% | +68.6% | +47.5% |
| 10Y | +1.2% | +139.1% | -137.9% | -38.7% |
| All | +1.2% | +141.2% | -140.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling