-2.5%
HAL vs CL
+30.5%
-32.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.8% |
| 7D | +2.9% | -2.2% | +5.1% | +2.7% |
| 30D | +17.0% | -4.8% | +21.9% | +16.4% |
| 3M | -9.7% | +4.9% | -14.6% | -9.1% |
| 6M | +8.6% | -5.7% | +14.3% | +8.9% |
| YTD | +33.0% | +14.4% | +18.6% | +34.7% |
| 1Y | +68.3% | +8.7% | +59.6% | +69.6% |
| All | -2.5% | +30.5% | -32.9% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling