+1.2%
HAL vs CNP
+135.4%
-134.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.5% |
| 7D | +0.5% | +1.6% | -1.2% | -0.6% |
| 30D | +15.9% | -0.8% | +16.7% | +16.3% |
| 3M | -8.7% | -3.6% | -5.2% | -7.0% |
| 6M | +9.0% | -6.9% | +16.0% | +13.0% |
| YTD | +32.0% | +6.4% | +25.6% | +24.7% |
| 1Y | +72.5% | +9.9% | +62.5% | +58.7% |
| 3Y | -4.5% | +53.1% | -57.6% | -33.0% |
| 5Y | +109.7% | +72.0% | +37.7% | +32.1% |
| 10Y | +1.2% | +131.5% | -130.3% | -51.0% |
| All | +1.2% | +135.4% | -134.2% | -51.0% |
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