+59.2%
HAL vs CPB
-33.2%
+92.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +3.0% |
| 7D | +6.1% | -1.6% | +7.6% | +6.2% |
| 30D | +2.9% | +19.2% | -16.3% | +1.8% |
| 3M | +3.3% | -0.9% | +4.3% | +3.4% |
| 6M | -16.9% | +15.2% | -32.2% | -18.1% |
| YTD | +21.2% | -13.1% | +34.3% | +23.0% |
| 1Y | +27.5% | -22.4% | +50.0% | +31.3% |
| 3Y | -6.4% | -35.3% | +28.9% | -2.5% |
| All | +59.2% | -33.2% | +92.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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