+39.7%
HAL vs CRL
-10.4%
+50.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -1.7% |
| 7D | -12.0% | -6.1% | -5.9% | -11.0% |
| 30D | +0.3% | +12.4% | -12.1% | -2.1% |
| 3M | -1.6% | +27.1% | -28.7% | -6.2% |
| 6M | -20.5% | +85.7% | -106.2% | -30.2% |
| YTD | +14.2% | +69.2% | -55.0% | +1.3% |
| 1Y | +18.9% | +97.5% | -78.7% | +1.5% |
| 3Y | -13.7% | +86.1% | -99.8% | -28.6% |
| All | +39.7% | -10.4% | +50.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling