+433.3%
HAL vs CME
+7,469.3%
-7,036.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | -1.6% | +4.5% | +3.5% |
| 30D | +17.0% | +6.2% | +10.8% | +14.2% |
| 3M | -9.7% | +10.4% | -20.1% | -13.5% |
| 6M | +8.6% | -9.5% | +18.2% | +12.0% |
| YTD | +33.0% | +6.0% | +27.0% | +28.7% |
| 1Y | +68.3% | +9.3% | +59.0% | +60.6% |
| 3Y | +0.1% | +57.7% | -57.6% | -19.5% |
| 5Y | +102.6% | +77.7% | +24.9% | +53.1% |
| 10Y | +3.8% | +281.2% | -277.4% | -40.0% |
| All | +433.3% | +7,469.3% | -7,036.0% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling