+99.4%
CB vs HALO
+156.4%
-56.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | -2.1% | +1.5% | -0.4% |
| 30D | -3.1% | +4.6% | -7.7% | -3.4% |
| 3M | +4.2% | +50.2% | -46.1% | +0.5% |
| 6M | +4.7% | +57.6% | -52.9% | +0.5% |
| YTD | +8.8% | +59.6% | -50.7% | +4.2% |
| 1Y | +22.6% | +41.2% | -18.5% | +18.6% |
| 3Y | +70.6% | +178.9% | -108.2% | +51.7% |
| 5Y | +99.4% | +160.1% | -60.6% | +72.7% |
| All | +99.4% | +156.4% | -56.9% | +72.7% |
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