-31.9%
CEG vs HALO
+92.7%
-124.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.7% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -8.2% | +20.3% | -28.5% | -8.0% |
| 3M | -7.9% | +56.6% | -64.5% | -8.2% |
| 6M | -23.2% | +101.9% | -125.1% | -23.0% |
| YTD | -30.1% | +93.7% | -123.8% | -28.1% |
| 1Y | -31.9% | +91.5% | -123.4% | -28.7% |
| All | -31.9% | +92.7% | -124.6% | -28.7% |
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