-11.8%
CAG vs HALO
+47.3%
-59.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -3.8% | +4.6% | -8.4% | -4.0% |
| 30D | +3.1% | +31.8% | -28.7% | +1.7% |
| 3M | +23.5% | +53.9% | -30.4% | +20.8% |
| 6M | -14.8% | +57.4% | -72.2% | -16.8% |
| YTD | -5.4% | +63.7% | -69.2% | -8.6% |
| 1Y | -11.8% | +50.1% | -61.9% | -12.0% |
| All | -11.8% | +47.3% | -59.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling