+2.6%
HAL vs CME
+282.4%
-279.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | -3.3% | -1.6% | -1.7% | -2.5% |
| 30D | +8.2% | +5.6% | +2.6% | +5.1% |
| 3M | -9.4% | +5.6% | -15.0% | -12.3% |
| 6M | +0.6% | -8.3% | +8.9% | +4.1% |
| YTD | +28.6% | +4.3% | +24.2% | +24.0% |
| 1Y | +63.9% | +9.1% | +54.8% | +53.8% |
| 3Y | -7.1% | +52.1% | -59.2% | -31.1% |
| 5Y | +102.3% | +79.7% | +22.7% | +29.5% |
| All | +2.6% | +282.4% | -279.8% | -47.4% |
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