+38.4%
CART vs HALO
+174.1%
-135.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -9.5% | -2.1% | -7.4% | -9.1% |
| 30D | -7.8% | +4.6% | -12.4% | -8.6% |
| 3M | +10.4% | +50.2% | -39.8% | +2.3% |
| 6M | +20.1% | +57.6% | -37.6% | +10.1% |
| YTD | +3.7% | +59.6% | -55.9% | -5.3% |
| 1Y | +2.6% | +41.2% | -38.6% | -4.4% |
| All | +38.4% | +174.1% | -135.7% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling