-6.8%
CBRE vs HALO
+92.7%
-99.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +14.1% | +0.2% | +13.8% | +14.0% |
| 30D | +9.0% | +20.3% | -11.3% | +6.9% |
| 3M | -6.6% | +56.6% | -63.2% | -11.2% |
| 6M | +0.8% | +101.9% | -101.1% | -7.5% |
| YTD | -12.2% | +93.7% | -105.9% | -20.5% |
| 1Y | -6.8% | +91.5% | -98.4% | -15.2% |
| All | -6.8% | +92.7% | -99.5% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling