+105.3%
HAL vs CME
+78.2%
+27.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +2.9% | -1.6% | +4.5% | +3.1% |
| 30D | +17.0% | +6.2% | +10.8% | +16.0% |
| 3M | -9.7% | +10.4% | -20.1% | -10.9% |
| 6M | +8.6% | -9.5% | +18.2% | +10.0% |
| YTD | +33.0% | +6.0% | +27.0% | +31.7% |
| 1Y | +68.3% | +9.3% | +59.0% | +65.9% |
| 3Y | +0.1% | +57.7% | -57.6% | -11.9% |
| All | +105.3% | +78.2% | +27.1% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling