+499.1%
HAL vs CMS
+475.9%
+23.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -11.1% | +1.7% | -12.8% | -11.6% |
| 30D | -2.4% | +8.6% | -11.1% | -5.2% |
| 3M | +0.8% | -0.5% | +1.3% | +0.7% |
| 6M | -22.8% | -4.2% | -18.6% | -22.1% |
| YTD | +14.5% | +3.4% | +11.1% | +12.2% |
| 1Y | +20.2% | +0.4% | +19.7% | +18.9% |
| 3Y | -15.2% | +38.2% | -53.4% | -25.7% |
| 5Y | +42.5% | +35.4% | +7.1% | +24.2% |
| 10Y | -16.5% | +131.7% | -148.2% | -40.4% |
| All | +499.1% | +475.9% | +23.2% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling