+497.6%
HAL vs CP
+7,734.8%
-7,237.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -12.0% | +2.8% | -14.7% | -13.5% |
| 30D | +0.3% | +10.2% | -9.9% | -5.4% |
| 3M | -1.6% | +2.4% | -4.0% | -3.5% |
| 6M | -20.5% | +7.7% | -28.2% | -24.6% |
| YTD | +14.2% | +26.0% | -11.8% | -1.9% |
| 1Y | +18.9% | +34.6% | -15.8% | -1.8% |
| 3Y | -13.7% | +26.7% | -40.4% | -27.6% |
| 5Y | +42.2% | +24.9% | +17.3% | +19.4% |
| 10Y | -16.7% | +258.6% | -275.3% | -57.2% |
| All | +497.6% | +7,734.8% | -7,237.2% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling