-19.1%
HAL vs CME
+320.1%
-339.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -7.9% | -0.6% | -7.3% | -7.7% |
| 30D | -2.1% | +8.5% | -10.6% | -6.2% |
| 3M | +0.4% | +16.0% | -15.6% | -7.3% |
| 6M | -19.2% | +9.3% | -28.6% | -23.7% |
| YTD | +14.4% | +15.3% | -0.9% | +4.5% |
| 1Y | +18.0% | +14.4% | +3.6% | +8.1% |
| 3Y | -9.7% | +59.9% | -69.6% | -34.5% |
| 5Y | +40.1% | +69.4% | -29.3% | -5.0% |
| 10Y | -19.1% | +299.5% | -318.6% | -60.9% |
| All | -19.1% | +320.1% | -339.2% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling