+595.7%
HAL vs CPB
+325.7%
+270.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | +2.9% | -8.6% | +11.5% | +4.8% |
| 30D | +17.0% | -7.2% | +24.3% | +18.7% |
| 3M | -9.7% | +0.9% | -10.5% | -10.4% |
| 6M | +8.6% | -11.8% | +20.4% | +10.5% |
| YTD | +33.0% | -19.4% | +52.4% | +37.7% |
| 1Y | +68.3% | -30.4% | +98.7% | +79.5% |
| 3Y | +0.1% | -40.2% | +40.3% | +9.0% |
| 5Y | +102.6% | -39.5% | +142.1% | +117.7% |
| 10Y | +3.8% | -47.4% | +51.2% | +11.3% |
| All | +595.7% | +325.7% | +270.0% | +342.0% |
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