+2.6%
HAL vs CMI
+516.5%
-513.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.5% |
| 7D | -3.3% | -0.7% | -2.6% | -2.8% |
| 30D | +8.2% | -12.4% | +20.5% | +18.9% |
| 3M | -9.4% | -14.8% | +5.3% | -0.3% |
| 6M | +0.6% | +0.8% | -0.2% | -6.0% |
| YTD | +28.6% | +10.2% | +18.4% | +9.6% |
| 1Y | +63.9% | +37.4% | +26.5% | +14.2% |
| 3Y | -7.1% | +153.3% | -160.4% | -63.8% |
| 5Y | +102.3% | +167.6% | -65.3% | -27.0% |
| All | +2.6% | +516.5% | -513.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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