+220.7%
CF vs HALO
+162.4%
+58.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +6.0% | +4.6% | +1.4% | +5.8% |
| 30D | +14.8% | +31.8% | -17.0% | +13.5% |
| 3M | +14.1% | +53.9% | -39.8% | +11.9% |
| 6M | +28.5% | +57.4% | -28.8% | +25.9% |
| YTD | +74.9% | +63.7% | +11.2% | +70.6% |
| 1Y | +61.7% | +50.1% | +11.6% | +58.5% |
| 3Y | +80.3% | +157.3% | -77.0% | +63.0% |
| All | +220.7% | +162.4% | +58.4% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling