+7.4%
HAL vs CRL
+244.4%
-237.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -1.3% | -4.6% | +3.3% | +0.2% |
| 30D | +10.9% | +0.5% | +10.4% | +10.6% |
| 3M | -5.8% | +46.6% | -52.5% | -18.0% |
| 6M | +8.1% | +57.3% | -49.2% | -9.8% |
| YTD | +33.2% | +39.5% | -6.3% | +15.1% |
| 1Y | +74.2% | +76.9% | -2.7% | +36.4% |
| 3Y | -3.7% | +39.4% | -43.0% | -23.1% |
| 5Y | +111.9% | -37.2% | +149.1% | +134.8% |
| 10Y | +7.4% | +253.4% | -246.0% | -48.6% |
| All | +7.4% | +244.4% | -237.1% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling