+39.7%
HAL vs CMS
+32.6%
+7.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.1% |
| 7D | -12.0% | -1.3% | -10.7% | -11.8% |
| 30D | +0.3% | +6.3% | -6.0% | -0.7% |
| 3M | -1.6% | -2.1% | +0.4% | -1.4% |
| 6M | -20.5% | -5.1% | -15.4% | -20.0% |
| YTD | +14.2% | +1.3% | +13.0% | +13.1% |
| 1Y | +18.9% | -1.4% | +20.3% | +18.3% |
| 3Y | -13.7% | +36.9% | -50.7% | -22.0% |
| All | +39.7% | +32.6% | +7.2% | +26.6% |
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