+305.2%
CG vs HALO
+979.6%
-674.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -9.9% | -2.7% | -7.1% | -9.2% |
| 30D | -11.7% | +5.3% | -17.0% | -12.8% |
| 3M | -4.3% | +51.6% | -55.8% | -14.7% |
| 6M | -8.8% | +61.3% | -70.0% | -20.1% |
| YTD | -26.9% | +59.3% | -86.1% | -36.0% |
| 1Y | -35.4% | +38.3% | -73.7% | -41.6% |
| 3Y | +43.0% | +185.9% | -142.8% | +0.9% |
| 5Y | +1.9% | +159.9% | -158.0% | -27.4% |
| All | +305.2% | +979.6% | -674.4% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling