-42.6%
CCL vs HALO
+979.6%
-1,022.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.4% |
| 30D | -17.8% | +5.3% | -23.1% | -19.1% |
| 3M | -18.7% | +51.6% | -70.2% | -29.1% |
| 6M | -11.4% | +61.3% | -72.7% | -24.2% |
| YTD | -24.3% | +59.3% | -83.6% | -35.2% |
| 1Y | -28.8% | +38.3% | -67.1% | -36.7% |
| 3Y | +49.3% | +185.9% | -136.5% | -1.6% |
| 5Y | +1.6% | +159.9% | -158.3% | -31.9% |
| All | -42.6% | +979.6% | -1,022.2% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling