+619.9%
CF vs HALO
+924.7%
-304.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.0% |
| 7D | -0.8% | -2.1% | +1.2% | -0.5% |
| 30D | +14.3% | +4.6% | +9.6% | +13.4% |
| 3M | +27.9% | +50.2% | -22.4% | +18.8% |
| 6M | +25.5% | +57.6% | -32.1% | +15.3% |
| YTD | +81.2% | +59.6% | +21.6% | +65.3% |
| 1Y | +66.5% | +41.2% | +25.3% | +54.8% |
| 3Y | +76.7% | +178.9% | -102.2% | +35.9% |
| 5Y | +237.8% | +160.1% | +77.7% | +154.0% |
| 10Y | +619.9% | +967.5% | -347.6% | +247.6% |
| All | +619.9% | +924.7% | -304.9% | +247.6% |
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