+223.5%
CB vs HALO
+924.7%
-701.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | -2.1% | +1.5% | -0.3% |
| 30D | -3.1% | +4.6% | -7.7% | -3.5% |
| 3M | +4.2% | +50.2% | -46.1% | -0.3% |
| 6M | +4.7% | +57.6% | -52.9% | -0.4% |
| YTD | +8.8% | +59.6% | -50.7% | +3.2% |
| 1Y | +22.6% | +41.2% | -18.5% | +17.7% |
| 3Y | +70.6% | +178.9% | -108.2% | +49.0% |
| 5Y | +99.4% | +160.1% | -60.6% | +72.9% |
| 10Y | +223.5% | +967.5% | -744.0% | +148.2% |
| All | +223.5% | +924.7% | -701.3% | +148.2% |
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