+95.4%
CAT vs HALO
+47.3%
+48.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.7% | +4.6% | -2.9% | +1.1% |
| 30D | -6.6% | +31.8% | -38.4% | -10.6% |
| 3M | -13.3% | +53.9% | -67.2% | -20.5% |
| 6M | +11.6% | +57.4% | -45.8% | +0.9% |
| YTD | +42.9% | +63.7% | -20.8% | +29.5% |
| 1Y | +95.4% | +50.1% | +45.3% | +78.9% |
| All | +95.4% | +47.3% | +48.2% | +78.9% |
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