-19.1%
HAL vs CRL
+400.8%
-419.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -1.4% |
| 7D | -7.9% | +4.4% | -12.3% | -9.4% |
| 30D | -2.1% | +17.1% | -19.1% | -7.4% |
| 3M | +0.4% | +32.1% | -31.7% | -9.0% |
| 6M | -19.2% | +98.9% | -118.2% | -37.3% |
| YTD | +14.4% | +77.1% | -62.8% | -9.3% |
| 1Y | +18.0% | +110.3% | -92.3% | -12.4% |
| 3Y | -9.7% | +108.5% | -118.2% | -38.1% |
| 5Y | +40.1% | -7.9% | +48.0% | +33.3% |
| 10Y | -19.1% | +368.9% | -388.0% | -64.9% |
| All | -19.1% | +400.8% | -419.9% | -64.9% |
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