+158.3%
CAT vs HALO
+170.1%
-11.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +7.4% | -3.2% | +10.7% | +7.8% |
| 30D | -19.7% | -14.2% | -5.5% | -18.6% |
| 3M | -29.6% | -0.4% | -29.2% | -29.9% |
| 6M | -33.2% | +43.2% | -76.4% | -36.5% |
| YTD | +5.7% | +49.0% | -43.3% | 0.0% |
| 1Y | +9.3% | +40.8% | -31.5% | +4.0% |
| 3Y | +158.3% | +167.4% | -9.1% | +121.4% |
| All | +158.3% | +170.1% | -11.8% | +121.4% |
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