+1,264.5%
CB vs HALO
+2,292.5%
-1,027.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.0% | -22.0% | +21.0% | +1.4% |
| 30D | +7.3% | -8.5% | +15.8% | +8.1% |
| 3M | +7.0% | -0.9% | +7.9% | +6.9% |
| 6M | +16.3% | +53.1% | -36.8% | +10.6% |
| YTD | +19.7% | +51.1% | -31.4% | +13.7% |
| 1Y | +27.8% | +45.0% | -17.2% | +21.8% |
| 3Y | +72.0% | +173.0% | -101.0% | +50.4% |
| 5Y | +104.9% | +163.6% | -58.8% | +77.1% |
| 10Y | +246.7% | +708.3% | -461.5% | +155.9% |
| All | +1,264.5% | +2,292.5% | -1,027.9% | +638.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling