+17.4%
HAL vs CL
+27.9%
-10.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.4% |
| 7D | -7.9% | +0.5% | -8.4% | -7.7% |
| 30D | -2.1% | +11.6% | -13.6% | -0.5% |
| 3M | +0.4% | +5.6% | -5.2% | +1.2% |
| 6M | -19.2% | +13.2% | -32.4% | -17.7% |
| YTD | +14.4% | +26.9% | -12.6% | +12.1% |
| All | +17.4% | +27.9% | -10.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling