-6.4%
HAL vs CME
+65.9%
-72.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | +6.1% | +3.9% | +2.1% | +6.3% |
| 30D | +2.9% | +11.3% | -8.4% | +3.4% |
| 3M | +3.3% | +19.6% | -16.2% | +4.1% |
| 6M | -16.9% | +8.1% | -25.0% | -17.2% |
| YTD | +21.2% | +20.4% | +0.8% | +23.0% |
| 1Y | +27.5% | +16.5% | +11.1% | +28.7% |
| 3Y | -6.4% | +66.4% | -72.9% | -3.0% |
| All | -6.4% | +65.9% | -72.4% | -3.0% |
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 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