+138.3%
HAL vs CRL
+1,379.5%
-1,241.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +2.9% | -1.0% | +4.0% | +3.2% |
| 30D | +17.0% | +10.7% | +6.4% | +13.4% |
| 3M | -9.7% | +55.3% | -64.9% | -22.1% |
| 6M | +8.6% | +60.7% | -52.0% | -9.0% |
| YTD | +33.0% | +44.6% | -11.6% | +14.5% |
| 1Y | +68.3% | +77.7% | -9.4% | +34.2% |
| 3Y | +0.1% | +37.6% | -37.5% | -18.0% |
| 5Y | +102.6% | -35.8% | +138.5% | +105.8% |
| 10Y | +3.8% | +241.7% | -237.9% | -41.1% |
| All | +138.3% | +1,379.5% | -1,241.2% | -8.4% |
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 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