+470.7%
CF vs HALO
+692.7%
-222.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +5.4% | -18.1% | +23.5% | +8.2% |
| 30D | +6.5% | -8.2% | +14.7% | +7.4% |
| 3M | +4.6% | -1.1% | +5.7% | +4.1% |
| 6M | -3.3% | +41.9% | -45.2% | -9.6% |
| YTD | +63.9% | +49.6% | +14.3% | +50.7% |
| 1Y | +50.4% | +42.5% | +7.9% | +39.3% |
| 3Y | +68.2% | +170.3% | -102.0% | +30.7% |
| 5Y | +113.8% | +158.4% | -44.6% | +61.0% |
| All | +470.7% | +692.7% | -222.0% | +209.5% |
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