+362.4%
CFG vs HALO
+1,027.8%
-665.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | +4.6% | -3.1% | +0.6% |
| 30D | -3.8% | +31.8% | -35.7% | -9.7% |
| 3M | +11.5% | +53.9% | -42.4% | +1.2% |
| 6M | +19.2% | +57.4% | -38.2% | +7.4% |
| YTD | +23.7% | +63.7% | -40.0% | +10.3% |
| 1Y | +38.8% | +50.1% | -11.3% | +25.7% |
| 3Y | +178.9% | +157.3% | +21.6% | +115.8% |
| 5Y | +101.8% | +161.0% | -59.2% | +52.2% |
| 10Y | +317.3% | +1,018.7% | -701.4% | +124.4% |
| All | +362.4% | +1,027.8% | -665.5% | +148.4% |
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