-19.1%
HAL vs CNP
+142.6%
-161.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | -7.9% | -4.3% | -3.6% | -5.2% |
| 30D | -2.1% | +5.7% | -7.8% | -5.6% |
| 3M | +0.4% | +0.9% | -0.5% | -0.5% |
| 6M | -19.2% | -1.1% | -18.2% | -19.5% |
| YTD | +14.4% | +8.3% | +6.1% | +6.6% |
| 1Y | +18.0% | +5.9% | +12.1% | +11.4% |
| 3Y | -9.7% | +64.6% | -74.3% | -39.9% |
| 5Y | +40.1% | +74.6% | -34.4% | -12.7% |
| 10Y | -19.1% | +139.8% | -159.0% | -58.0% |
| All | -19.1% | +142.6% | -161.7% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling