+73.5%
CART vs HALO
+156.9%
-83.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +1.2% | -18.1% | +19.3% | +4.7% |
| 30D | +17.8% | -8.2% | +25.9% | +19.2% |
| 3M | +20.7% | -1.1% | +21.8% | +20.2% |
| 6M | +49.7% | +41.9% | +7.8% | +39.4% |
| YTD | +30.0% | +49.6% | -19.6% | +19.5% |
| 1Y | +48.4% | +42.5% | +5.9% | +37.5% |
| 3Y | +132.0% | +170.3% | -38.3% | +64.7% |
| All | +73.5% | +156.9% | -83.4% | +33.6% |
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