+1,154.8%
CB vs HALO
+2,492.7%
-1,337.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +0.5% | +4.6% | -4.1% | 0.0% |
| 30D | -3.1% | +31.8% | -34.9% | -6.1% |
| 3M | +9.0% | +53.9% | -44.9% | +3.8% |
| 6M | +2.9% | +57.4% | -54.5% | -2.4% |
| YTD | +10.1% | +63.7% | -53.6% | +3.9% |
| 1Y | +22.8% | +50.1% | -27.3% | +16.8% |
| 3Y | +73.8% | +157.3% | -83.5% | +53.0% |
| 5Y | +99.2% | +161.0% | -61.8% | +72.6% |
| 10Y | +218.2% | +1,018.7% | -800.5% | +126.3% |
| All | +1,154.8% | +2,492.7% | -1,337.9% | +575.2% |
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 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