+92.1%
CAT vs HALO
+40.2%
+51.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | -4.5% | +4.3% | -8.8% | -5.2% |
| 3M | -5.8% | +51.8% | -57.6% | -13.7% |
| 6M | +12.7% | +57.8% | -45.0% | +1.4% |
| YTD | +41.4% | +59.0% | -17.6% | +28.4% |
| 1Y | +92.1% | +41.2% | +50.9% | +78.7% |
| All | +92.1% | +40.2% | +51.8% | +78.7% |
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