+1,269.8%
CB vs HALO
+2,268.7%
-998.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | 0.0% | -18.1% | +18.2% | +2.0% |
| 30D | +7.4% | -8.2% | +15.6% | +8.2% |
| 3M | +8.6% | -1.1% | +9.7% | +8.5% |
| 6M | +16.1% | +41.9% | -25.8% | +11.3% |
| YTD | +20.2% | +49.6% | -29.4% | +14.3% |
| 1Y | +27.2% | +42.5% | -15.3% | +21.5% |
| 3Y | +72.7% | +170.3% | -97.6% | +51.1% |
| 5Y | +105.9% | +158.4% | -52.5% | +78.4% |
| 10Y | +248.1% | +700.2% | -452.2% | +157.2% |
| All | +1,269.8% | +2,268.7% | -998.9% | +642.4% |
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 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