-19.1%
HAL vs CP
+261.0%
-280.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.5% |
| 7D | -7.9% | +2.8% | -10.7% | -10.1% |
| 30D | -2.1% | +11.3% | -13.4% | -10.8% |
| 3M | +0.4% | +2.9% | -2.4% | -2.9% |
| 6M | -19.2% | +9.8% | -29.0% | -26.6% |
| YTD | +14.4% | +28.5% | -14.2% | -10.9% |
| 1Y | +18.0% | +33.5% | -15.5% | -11.2% |
| 3Y | -9.7% | +31.9% | -41.6% | -35.0% |
| 5Y | +40.1% | +25.5% | +14.6% | +1.5% |
| 10Y | -19.1% | +257.6% | -276.7% | -74.2% |
| All | -19.1% | +261.0% | -280.1% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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