+487.0%
CF vs HALO
+922.0%
-435.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.9% | -20.2% | +19.3% | +2.2% |
| 30D | +6.9% | -6.8% | +13.7% | +7.6% |
| 3M | +4.8% | -0.2% | +5.0% | +4.2% |
| 6M | +4.7% | +60.5% | -55.8% | -4.0% |
| YTD | +56.5% | +52.9% | +3.6% | +43.3% |
| 1Y | +48.4% | +50.8% | -2.4% | +36.1% |
| 3Y | +59.1% | +180.6% | -121.4% | +22.6% |
| 5Y | +109.5% | +166.6% | -57.0% | +56.6% |
| 10Y | +487.0% | +801.2% | -314.3% | +214.6% |
| All | +487.0% | +922.0% | -435.1% | +214.6% |
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