+201.6%
CAT vs HALO
+178.6%
+23.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +2.9% | -2.1% | +5.0% | +3.2% |
| 30D | -2.6% | +4.6% | -7.3% | -3.1% |
| 3M | -10.7% | +50.2% | -60.9% | -15.1% |
| 6M | +16.1% | +57.6% | -41.5% | +9.6% |
| YTD | +43.2% | +59.6% | -16.3% | +35.1% |
| 1Y | +96.8% | +41.2% | +55.7% | +87.6% |
| All | +201.6% | +178.6% | +23.0% | +159.0% |
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