+590.7%
HAL vs CMI
+19,796.6%
-19,205.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +0.5% | +1.9% | -1.4% | -0.4% |
| 30D | +15.9% | -12.5% | +28.4% | +22.9% |
| 3M | -8.7% | -16.2% | +7.5% | -2.4% |
| 6M | +9.0% | +4.9% | +4.2% | +4.0% |
| YTD | +32.0% | +11.1% | +20.9% | +21.8% |
| 1Y | +72.5% | +43.4% | +29.1% | +40.8% |
| 3Y | -4.5% | +154.1% | -158.6% | -40.5% |
| 5Y | +109.7% | +169.5% | -59.8% | +27.6% |
| 10Y | +1.2% | +503.8% | -502.6% | -53.8% |
| All | +590.7% | +19,796.6% | -19,205.9% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling