+499.1%
HAL vs CP
+7,870.0%
-7,370.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | -11.1% | +6.1% | -17.2% | -14.2% |
| 30D | -2.4% | +9.8% | -12.2% | -7.7% |
| 3M | +0.8% | +2.7% | -2.0% | -1.4% |
| 6M | -22.8% | +12.8% | -35.6% | -28.7% |
| YTD | +14.5% | +28.2% | -13.7% | -2.6% |
| 1Y | +20.2% | +34.1% | -14.0% | -0.6% |
| 3Y | -15.2% | +28.9% | -44.0% | -29.5% |
| 5Y | +42.5% | +27.1% | +15.5% | +18.5% |
| 10Y | -16.5% | +264.8% | -281.3% | -57.5% |
| All | +499.1% | +7,870.0% | -7,370.9% | -10.6% |
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