+709.1%
CAH vs HALO
+2,426.8%
-1,717.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.2% | -2.1% | -0.2% | -2.0% |
| 30D | +1.2% | +4.6% | -3.5% | +0.6% |
| 3M | +13.1% | +50.2% | -37.1% | +7.5% |
| 6M | +8.5% | +57.6% | -49.1% | +2.4% |
| YTD | +17.6% | +59.6% | -42.0% | +10.7% |
| 1Y | +60.7% | +41.2% | +19.5% | +53.2% |
| 3Y | +183.2% | +178.9% | +4.3% | +144.4% |
| 5Y | +402.2% | +160.1% | +242.1% | +330.7% |
| 10Y | +302.3% | +967.5% | -665.2% | +182.3% |
| All | +709.1% | +2,426.8% | -1,717.7% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling