+97.0%
CFG vs HALO
+156.4%
-59.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | -4.5% | +4.6% | -9.2% | -5.4% |
| 3M | +6.3% | +50.2% | -43.9% | -2.2% |
| 6M | +20.6% | +57.6% | -37.0% | +9.7% |
| YTD | +21.2% | +59.6% | -38.3% | +9.8% |
| 1Y | +38.2% | +41.2% | -3.0% | +27.8% |
| 3Y | +185.9% | +178.9% | +7.1% | +116.2% |
| 5Y | +97.0% | +160.1% | -63.1% | +49.3% |
| All | +97.0% | +156.4% | -59.4% | +49.3% |
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