+332.7%
CAT vs HALO
+156.4%
+176.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +2.9% | -2.1% | +5.0% | +3.2% |
| 30D | -2.6% | +4.6% | -7.3% | -3.3% |
| 3M | -10.7% | +50.2% | -60.9% | -16.3% |
| 6M | +16.1% | +57.6% | -41.5% | +7.8% |
| YTD | +43.2% | +59.6% | -16.3% | +32.7% |
| 1Y | +96.8% | +41.2% | +55.7% | +85.2% |
| 3Y | +201.4% | +178.9% | +22.5% | +145.6% |
| 5Y | +332.7% | +160.1% | +172.6% | +245.8% |
| All | +332.7% | +156.4% | +176.3% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling