+7.4%
HAL vs CRS
+1,345.8%
-1,338.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +10.9% | -18.1% | +29.0% | +21.4% |
| 3M | -5.8% | -12.4% | +6.6% | -1.7% |
| 6M | +8.1% | +15.9% | -7.8% | -4.1% |
| YTD | +33.2% | +45.8% | -12.6% | +4.1% |
| 1Y | +74.2% | +87.8% | -13.6% | +16.7% |
| 3Y | -3.7% | +648.7% | -652.4% | -72.8% |
| 5Y | +111.9% | +1,416.6% | -1,304.7% | -64.1% |
| 10Y | +7.4% | +1,412.7% | -1,405.3% | -83.5% |
| All | +7.4% | +1,345.8% | -1,338.4% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling