+105.3%
HAL vs CI
+42.7%
+62.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | +17.0% | +4.4% | +12.6% | +15.8% |
| 3M | -9.7% | +0.7% | -10.3% | -10.1% |
| 6M | +8.6% | +0.3% | +8.3% | +7.8% |
| YTD | +33.0% | +3.8% | +29.2% | +30.8% |
| 1Y | +68.3% | -5.5% | +73.8% | +68.5% |
| 3Y | +0.1% | +8.1% | -8.0% | -7.6% |
| All | +105.3% | +42.7% | +62.6% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling