+497.6%
HAL vs CMS
+463.7%
+33.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.5% |
| 7D | -12.0% | -1.3% | -10.7% | -11.6% |
| 30D | +0.3% | +6.3% | -6.0% | -1.9% |
| 3M | -1.6% | -2.1% | +0.4% | -1.2% |
| 6M | -20.5% | -5.1% | -15.4% | -19.5% |
| YTD | +14.2% | +1.3% | +13.0% | +12.8% |
| 1Y | +18.9% | -1.4% | +20.3% | +18.3% |
| 3Y | -13.7% | +36.9% | -50.7% | -24.2% |
| 5Y | +42.2% | +32.5% | +9.6% | +24.7% |
| 10Y | -16.7% | +126.8% | -143.5% | -40.1% |
| All | +497.6% | +463.7% | +33.9% | +173.9% |
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