+497.6%
HAL vs CPB
+360.6%
+137.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -12.0% | +8.0% | -20.0% | -13.5% |
| 30D | +0.3% | +22.4% | -22.1% | -4.2% |
| 3M | -1.6% | +2.5% | -4.1% | -2.6% |
| 6M | -20.5% | +12.2% | -32.7% | -23.3% |
| YTD | +14.2% | -12.8% | +27.0% | +15.9% |
| 1Y | +18.9% | -19.2% | +38.0% | +22.5% |
| 3Y | -13.7% | -35.6% | +21.8% | -7.8% |
| 5Y | +42.2% | -31.4% | +73.6% | +48.1% |
| 10Y | -16.7% | -37.9% | +21.2% | -14.5% |
| All | +497.6% | +360.6% | +137.0% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling