-3.8%
HAL vs CMI
+149.3%
-153.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | +10.9% | -12.3% | +23.2% | +16.4% |
| 3M | -5.8% | -16.8% | +10.9% | 0.0% |
| 6M | +8.1% | +1.5% | +6.6% | +3.0% |
| YTD | +33.2% | +9.8% | +23.4% | +20.2% |
| 1Y | +74.2% | +42.6% | +31.6% | +33.8% |
| All | -3.8% | +149.3% | -153.1% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling