-16.8%
HAL vs CP
+251.7%
-268.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +1.0% | +9.6% | -8.6% | -6.8% |
| 3M | -2.1% | +2.2% | -4.4% | -4.8% |
| 6M | -17.5% | +11.1% | -28.6% | -25.8% |
| YTD | +18.1% | +28.2% | -10.0% | -7.7% |
| 1Y | +19.7% | +32.2% | -12.4% | -9.1% |
| 3Y | -7.9% | +35.5% | -43.4% | -35.4% |
| 5Y | +53.1% | +26.8% | +26.3% | +9.6% |
| 10Y | -16.8% | +256.9% | -273.7% | -72.8% |
| All | -16.8% | +251.7% | -268.5% | -72.8% |
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