+112.0%
CF vs HALO
+155.8%
-43.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.7% | +16.4% | +1.2% |
| 7D | -3.2% | -20.8% | +17.7% | -2.5% |
| 30D | +4.3% | -6.5% | +10.8% | +4.3% |
| 3M | +2.8% | +20.8% | -18.0% | +1.7% |
| 6M | +0.6% | +56.2% | -55.6% | -1.7% |
| YTD | +56.6% | +54.0% | +2.6% | +52.6% |
| 1Y | +49.6% | +51.5% | -1.9% | +45.9% |
| 3Y | +61.5% | +193.9% | -132.4% | +41.4% |
| All | +112.0% | +155.8% | -43.7% | +79.1% |
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