+19.7%
HAL vs CP
+32.8%
-13.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +1.0% | +9.6% | -8.6% | 0.0% |
| 3M | -2.1% | +2.2% | -4.4% | -2.4% |
| 6M | -17.5% | +11.1% | -28.6% | -18.9% |
| YTD | +18.1% | +28.2% | -10.0% | +10.7% |
| 1Y | +19.7% | +32.2% | -12.4% | +12.1% |
| All | +19.7% | +32.8% | -13.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling