-37.7%
CAG vs HALO
+979.6%
-1,017.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -2.4% | +5.3% | -7.7% | -2.7% |
| 3M | +9.8% | +51.6% | -41.8% | +7.3% |
| 6M | -10.8% | +61.3% | -72.1% | -13.2% |
| YTD | -10.8% | +59.3% | -70.1% | -13.2% |
| 1Y | -19.0% | +38.3% | -57.2% | -20.6% |
| 3Y | -39.7% | +185.9% | -225.5% | -43.4% |
| 5Y | -43.0% | +159.9% | -202.9% | -46.6% |
| All | -37.7% | +979.6% | -1,017.2% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling