+25.6%
HAL vs CME
+19.8%
+5.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.3% |
| 7D | -7.7% | +4.8% | -12.6% | -8.3% |
| 30D | +0.7% | +14.2% | -13.5% | -1.2% |
| 3M | +2.5% | +17.9% | -15.5% | -0.2% |
| 6M | -20.7% | +7.2% | -27.9% | -21.0% |
| YTD | +18.4% | +16.7% | +1.7% | +15.4% |
| 1Y | +25.6% | +19.6% | +6.0% | +22.0% |
| All | +25.6% | +19.8% | +5.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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