+65.0%
HAL vs CMI
+37.8%
+27.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | +7.2% | -12.8% | +20.0% | +9.1% |
| 3M | -8.8% | -12.4% | +3.7% | -7.5% |
| 6M | +3.0% | -0.9% | +3.9% | +1.4% |
| YTD | +29.4% | +8.9% | +20.5% | +23.4% |
| All | +65.0% | +37.8% | +27.2% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling