+50.2%
CART vs HALO
+49.6%
+0.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.9% |
| 7D | -0.6% | -22.0% | +21.4% | +3.7% |
| 30D | +23.1% | -8.5% | +31.5% | +24.4% |
| 3M | +19.2% | -0.9% | +20.1% | +18.4% |
| 6M | +45.7% | +53.1% | -7.4% | +38.6% |
| YTD | +30.9% | +51.1% | -20.2% | +28.6% |
| 1Y | +50.2% | +45.0% | +5.2% | +45.9% |
| All | +50.2% | +49.6% | +0.6% | +45.9% |
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