-4.6%
CARR vs HALO
+47.3%
-51.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.6% | +4.6% | -3.0% | +1.0% |
| 30D | -8.7% | +31.8% | -40.6% | -12.1% |
| 3M | -12.6% | +53.9% | -66.5% | -18.8% |
| 6M | -1.5% | +57.4% | -58.9% | -9.6% |
| YTD | +14.3% | +63.7% | -49.4% | +5.3% |
| 1Y | -4.6% | +50.1% | -54.7% | -11.8% |
| All | -4.6% | +47.3% | -51.9% | -11.8% |
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