+3.2%
HAL vs CP
+222.0%
-218.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +2.9% | -2.7% | +5.6% | +5.1% |
| 30D | +17.0% | +0.2% | +16.9% | +16.3% |
| 3M | -9.7% | +2.6% | -12.2% | -12.3% |
| 6M | +8.6% | +6.0% | +2.7% | +1.3% |
| YTD | +33.0% | +24.9% | +8.0% | +6.8% |
| 1Y | +68.3% | +20.1% | +48.2% | +39.0% |
| 3Y | +0.1% | +16.4% | -16.3% | -18.8% |
| 5Y | +102.6% | +31.7% | +70.9% | +39.2% |
| All | +3.2% | +222.0% | -218.8% | -63.7% |
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