+105.3%
HAL vs CP
+32.0%
+73.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +2.9% | -2.7% | +5.6% | +4.3% |
| 30D | +17.0% | +0.2% | +16.9% | +16.6% |
| 3M | -9.7% | +2.6% | -12.2% | -11.3% |
| 6M | +8.6% | +6.0% | +2.7% | +4.0% |
| YTD | +33.0% | +24.9% | +8.0% | +15.2% |
| 1Y | +68.3% | +20.1% | +48.2% | +48.7% |
| 3Y | +0.1% | +16.4% | -16.3% | -12.4% |
| All | +105.3% | +32.0% | +73.2% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling