+105.3%
HAL vs CL
+28.4%
+76.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +2.9% | -2.2% | +5.1% | +2.9% |
| 30D | +17.0% | -4.8% | +21.9% | +16.9% |
| 3M | -9.7% | +4.9% | -14.6% | -9.7% |
| 6M | +8.6% | -5.7% | +14.3% | +9.1% |
| YTD | +33.0% | +14.4% | +18.6% | +32.5% |
| 1Y | +68.3% | +8.7% | +59.6% | +67.9% |
| 3Y | +0.1% | +30.0% | -29.9% | -3.6% |
| All | +105.3% | +28.4% | +76.9% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling