+53.1%
HAL vs CRS
+864.2%
-811.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.8% | +2.7% |
| 7D | -0.2% | +4.4% | -4.6% | -1.5% |
| 30D | +1.0% | -19.1% | +20.2% | +6.0% |
| 3M | -2.1% | -43.2% | +41.1% | +13.3% |
| 6M | -17.5% | -28.9% | +11.4% | -11.9% |
| YTD | +18.1% | -3.0% | +21.1% | +12.0% |
| 1Y | +19.7% | -5.3% | +25.0% | +14.0% |
| 3Y | -7.9% | +363.5% | -371.5% | -53.5% |
| 5Y | +53.1% | +858.2% | -805.1% | -44.6% |
| All | +53.1% | +864.2% | -811.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling