+5,967.0%
CF vs HALO
+6,498.2%
-531.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +6.0% | +4.6% | +1.4% | +5.3% |
| 30D | +14.8% | +31.8% | -17.0% | +9.3% |
| 3M | +14.1% | +53.9% | -39.8% | +5.7% |
| 6M | +28.5% | +57.4% | -28.8% | +18.1% |
| YTD | +74.9% | +63.7% | +11.2% | +59.2% |
| 1Y | +61.7% | +50.1% | +11.6% | +48.8% |
| 3Y | +80.3% | +157.3% | -77.0% | +45.6% |
| 5Y | +226.0% | +161.0% | +65.0% | +156.3% |
| 10Y | +569.9% | +1,018.7% | -448.8% | +287.4% |
| All | +5,967.0% | +6,498.2% | -531.2% | +2,139.4% |
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