+70.1%
CB vs HALO
+176.9%
-106.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.4% |
| 7D | -0.6% | +0.5% | -1.2% | -0.6% |
| 30D | -3.9% | +5.0% | -8.9% | -4.1% |
| 3M | +4.9% | +53.1% | -48.2% | +2.5% |
| 6M | +3.3% | +60.8% | -57.5% | +0.5% |
| YTD | +8.5% | +60.9% | -52.4% | +5.5% |
| 1Y | +22.1% | +42.8% | -20.7% | +19.5% |
| 3Y | +70.1% | +181.3% | -111.1% | +63.4% |
| All | +70.1% | +176.9% | -106.8% | +63.4% |
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