+105.3%
HAL vs CMS
+23.4%
+81.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +2.9% | +0.4% | +2.6% | +2.9% |
| 30D | +17.0% | -3.6% | +20.6% | +17.6% |
| 3M | -9.7% | -1.9% | -7.7% | -9.6% |
| 6M | +8.6% | -11.0% | +19.6% | +10.3% |
| YTD | +33.0% | +0.2% | +32.8% | +32.1% |
| 1Y | +68.3% | -1.3% | +69.6% | +67.3% |
| 3Y | +0.1% | +35.9% | -35.8% | -7.9% |
| All | +105.3% | +23.4% | +81.8% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling