-20.8%
HAL vs CMS
+134.3%
-155.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -2.1% | +7.4% | -9.5% | -4.3% |
| 3M | -4.9% | +1.9% | -6.7% | -5.5% |
| 6M | -19.3% | -2.3% | -17.0% | -19.1% |
| YTD | +14.3% | +3.0% | +11.3% | +12.2% |
| 1Y | +17.3% | -2.8% | +20.1% | +17.3% |
| 3Y | -10.9% | +37.9% | -48.8% | -22.3% |
| 5Y | +47.4% | +34.0% | +13.4% | +28.2% |
| 10Y | -20.8% | +138.1% | -158.9% | -16.7% |
| All | -20.8% | +134.3% | -155.1% | -16.7% |
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