+5,331.8%
CF vs HALO
+6,105.4%
-773.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.7% | +16.4% | +3.2% |
| 7D | -3.2% | -20.8% | +17.7% | +0.2% |
| 30D | +4.3% | -6.5% | +10.8% | +5.0% |
| 3M | +2.8% | +20.8% | -18.0% | -1.3% |
| 6M | +0.6% | +56.2% | -55.6% | -7.5% |
| YTD | +56.6% | +54.0% | +2.6% | +43.2% |
| 1Y | +49.6% | +51.5% | -1.9% | +36.9% |
| 3Y | +61.5% | +193.9% | -132.4% | +26.8% |
| 5Y | +124.0% | +154.6% | -30.6% | +75.9% |
| 10Y | +573.2% | +1,124.9% | -551.8% | +282.7% |
| All | +5,331.8% | +6,105.4% | -773.5% | +1,913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling