+51.5%
CART vs HALO
+181.2%
-129.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | +1.0% | +4.6% | -3.5% | +0.2% |
| 30D | +12.6% | +31.8% | -19.2% | +6.7% |
| 3M | +23.1% | +53.9% | -30.8% | +13.5% |
| 6M | +39.5% | +57.4% | -17.8% | +27.9% |
| YTD | +13.5% | +63.7% | -50.2% | +3.1% |
| 1Y | +14.9% | +50.1% | -35.3% | +5.8% |
| All | +51.5% | +181.2% | -129.7% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling