-13.7%
HAL vs CL
+38.3%
-52.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.5% |
| 7D | -12.0% | +1.3% | -13.3% | -11.8% |
| 30D | +0.3% | +11.4% | -11.1% | +1.6% |
| 3M | -1.6% | +4.4% | -6.0% | -1.0% |
| 6M | -20.5% | +10.8% | -31.3% | -19.4% |
| YTD | +14.2% | +25.1% | -10.9% | +16.8% |
| 1Y | +18.9% | +28.0% | -9.1% | +21.9% |
| 3Y | -13.7% | +37.6% | -51.3% | -13.6% |
| All | -13.7% | +38.3% | -52.0% | -13.6% |
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