+534.0%
HAL vs CRS
+6,203.6%
-5,669.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +4.3% |
| 7D | +6.1% | +4.8% | +1.3% | +3.7% |
| 30D | +2.9% | -23.2% | +26.1% | +12.9% |
| 3M | +3.3% | -45.5% | +48.8% | +30.9% |
| 6M | -16.9% | -33.1% | +16.2% | -5.5% |
| YTD | +21.2% | -7.2% | +28.4% | +16.2% |
| 1Y | +27.5% | -10.0% | +37.6% | +23.5% |
| 3Y | -6.4% | +332.3% | -338.8% | -59.1% |
| 5Y | +58.0% | +801.9% | -743.9% | -53.9% |
| 10Y | -14.6% | +820.9% | -835.6% | -76.5% |
| All | +534.0% | +6,203.6% | -5,669.6% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling