+130.3%
CART vs HALO
+170.1%
-39.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | +19.2% | -14.2% | +33.3% | +21.9% |
| 3M | +17.6% | -0.4% | +17.9% | +17.0% |
| 6M | +47.4% | +43.2% | +4.2% | +38.4% |
| YTD | +30.9% | +49.0% | -18.1% | +21.9% |
| 1Y | +46.0% | +40.8% | +5.1% | +37.0% |
| 3Y | +130.3% | +167.4% | -37.1% | +74.3% |
| All | +130.3% | +170.1% | -39.8% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling