-1.8%
CARR vs HALO
+92.7%
-94.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +0.3% | +20.3% | -20.0% | -1.5% |
| 3M | -14.9% | +56.6% | -71.5% | -19.3% |
| 6M | -14.9% | +101.9% | -116.7% | -24.1% |
| YTD | +7.0% | +93.7% | -86.7% | -2.4% |
| 1Y | -1.8% | +91.5% | -93.3% | -10.5% |
| All | -1.8% | +92.7% | -94.5% | -10.5% |
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