+104.7%
HAL vs CRL
+1,630.9%
-1,526.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -2.7% |
| 7D | -12.0% | -6.1% | -5.9% | -10.4% |
| 30D | +0.3% | +12.4% | -12.1% | -3.7% |
| 3M | -1.6% | +27.1% | -28.7% | -9.3% |
| 6M | -20.5% | +85.7% | -106.2% | -36.0% |
| YTD | +14.2% | +69.2% | -55.0% | -6.9% |
| 1Y | +18.9% | +97.5% | -78.7% | -8.1% |
| 3Y | -13.7% | +86.1% | -99.8% | -36.1% |
| 5Y | +42.2% | -10.0% | +52.2% | +28.9% |
| 10Y | -16.7% | +395.0% | -411.7% | -57.9% |
| All | +104.7% | +1,630.9% | -1,526.2% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling