-13.7%
HAL vs CRL
+86.4%
-100.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -1.6% |
| 7D | -12.0% | -6.1% | -5.9% | -11.1% |
| 30D | +0.3% | +12.4% | -12.1% | -1.9% |
| 3M | -1.6% | +27.1% | -28.7% | -5.9% |
| 6M | -20.5% | +85.7% | -106.2% | -29.6% |
| YTD | +14.2% | +69.2% | -55.0% | +2.3% |
| 1Y | +18.9% | +97.5% | -78.7% | +2.2% |
| 3Y | -13.7% | +86.1% | -99.8% | -27.4% |
| All | -13.7% | +86.4% | -100.1% | -27.4% |
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