-19.0%
CAG vs HALO
+41.1%
-60.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.6% |
| 30D | -2.4% | +5.3% | -7.7% | -2.6% |
| 3M | +9.8% | +51.6% | -41.8% | +7.7% |
| 6M | -10.8% | +61.3% | -72.1% | -12.6% |
| YTD | -10.8% | +59.3% | -70.1% | -13.3% |
| 1Y | -19.0% | +38.3% | -57.2% | -17.1% |
| All | -19.0% | +41.1% | -60.0% | -17.1% |
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