+62.4%
CART vs HALO
+92.7%
-30.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.3% |
| 7D | +1.4% | +0.2% | +1.1% | +1.3% |
| 30D | +29.7% | +20.3% | +9.3% | +24.8% |
| 3M | +29.7% | +56.6% | -26.9% | +18.5% |
| 6M | +36.8% | +101.9% | -65.1% | +23.6% |
| YTD | +31.7% | +93.7% | -62.0% | +22.3% |
| 1Y | +62.4% | +91.5% | -29.2% | +52.7% |
| All | +62.4% | +92.7% | -30.3% | +52.7% |
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