+109.6%
HAL vs CNC
+3.0%
+106.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.3% | -4.9% | +3.5% | -0.9% |
| 30D | +10.9% | -3.8% | +14.7% | +11.2% |
| 3M | -5.8% | -3.2% | -2.6% | -5.7% |
| 6M | +8.1% | +47.9% | -39.8% | +3.8% |
| YTD | +33.2% | +55.7% | -22.5% | +27.1% |
| 1Y | +74.2% | +106.2% | -32.1% | +61.4% |
| 3Y | -3.7% | -2.1% | -1.6% | -5.9% |
| All | +109.6% | +3.0% | +106.6% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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