+688.6%
CAT vs HALO
+689.5%
-0.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +7.4% | -3.2% | +10.7% | +8.0% |
| 30D | -19.7% | -14.2% | -5.5% | -17.9% |
| 3M | -29.6% | -0.4% | -29.2% | -30.0% |
| 6M | -33.2% | +43.2% | -76.4% | -38.1% |
| YTD | +5.7% | +49.0% | -43.3% | -2.9% |
| 1Y | +9.3% | +40.8% | -31.5% | +1.3% |
| 3Y | +158.3% | +167.4% | -9.1% | +104.9% |
| 5Y | +211.6% | +157.4% | +54.2% | +143.1% |
| All | +688.6% | +689.5% | -0.9% | +394.1% |
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