+192.1%
CFG vs HALO
+170.1%
+22.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.2% | -3.2% | +6.4% | +3.6% |
| 30D | +5.1% | -14.2% | +19.3% | +6.8% |
| 3M | -11.2% | -0.4% | -10.8% | -11.5% |
| 6M | +9.6% | +43.2% | -33.6% | +3.8% |
| YTD | +15.0% | +49.0% | -34.0% | +8.1% |
| 1Y | +29.9% | +40.8% | -11.0% | +22.9% |
| 3Y | +192.1% | +167.4% | +24.7% | +139.6% |
| All | +192.1% | +170.1% | +22.0% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling