+35.0%
CAH vs HALO
+92.7%
-57.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.2% | +3.4% |
| 7D | +7.0% | +0.2% | +6.8% | +7.0% |
| 30D | +12.4% | +20.3% | -8.0% | +10.1% |
| 3M | +12.2% | +56.6% | -44.5% | +6.3% |
| 6M | +33.2% | +101.9% | -68.7% | +20.7% |
| YTD | +28.4% | +93.7% | -65.3% | +16.6% |
| 1Y | +35.0% | +91.5% | -56.5% | +23.1% |
| All | +35.0% | +92.7% | -57.7% | +23.1% |
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