-19.1%
HAL vs CMS
+127.7%
-146.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -7.9% | -0.9% | -7.0% | -7.7% |
| 30D | -2.1% | +7.1% | -9.1% | -4.1% |
| 3M | +0.4% | -1.3% | +1.7% | +0.6% |
| 6M | -19.2% | -2.7% | -16.6% | -19.0% |
| YTD | +14.4% | +2.6% | +11.7% | +12.4% |
| 1Y | +18.0% | -2.0% | +20.0% | +17.6% |
| 3Y | -9.7% | +39.6% | -49.3% | -21.6% |
| 5Y | +40.1% | +35.3% | +4.8% | +21.4% |
| 10Y | -19.1% | +132.3% | -151.4% | -16.4% |
| All | -19.1% | +127.7% | -146.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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