-3.4%
HAL vs CRL
+42.4%
-45.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +2.9% | -1.0% | +4.0% | +3.1% |
| 30D | +17.0% | +10.7% | +6.4% | +15.0% |
| 3M | -9.7% | +55.3% | -64.9% | -16.9% |
| 6M | +8.6% | +60.7% | -52.0% | -1.6% |
| YTD | +33.0% | +44.6% | -11.6% | +22.9% |
| 1Y | +68.3% | +77.7% | -9.4% | +47.0% |
| All | -3.4% | +42.4% | -45.8% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling