-3.4%
HAL vs CME
+56.2%
-59.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +2.9% | -1.6% | +4.5% | +2.9% |
| 30D | +17.0% | +6.2% | +10.8% | +17.3% |
| 3M | -9.7% | +10.4% | -20.1% | -9.3% |
| 6M | +8.6% | -9.5% | +18.2% | +7.3% |
| YTD | +33.0% | +6.0% | +27.0% | +34.1% |
| 1Y | +68.3% | +9.3% | +59.0% | +70.8% |
| All | -3.4% | +56.2% | -59.6% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling