-14.1%
CG vs HALO
+92.7%
-106.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.4% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | +8.7% | +20.3% | -11.6% | +7.6% |
| 3M | -15.0% | +56.6% | -71.6% | -18.0% |
| 6M | -13.2% | +101.9% | -115.1% | -20.5% |
| YTD | -26.2% | +93.7% | -119.8% | -32.5% |
| 1Y | -14.1% | +91.5% | -105.6% | -21.2% |
| All | -14.1% | +92.7% | -106.8% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling