+3.7%
CG vs HALO
+157.2%
-153.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -9.8% | -3.4% | -6.4% | -9.0% |
| 30D | -10.3% | +4.3% | -14.6% | -11.3% |
| 3M | -1.7% | +51.8% | -53.4% | -12.8% |
| 6M | -9.8% | +57.8% | -67.6% | -21.1% |
| YTD | -25.6% | +59.0% | -84.6% | -35.3% |
| 1Y | -32.5% | +41.2% | -73.7% | -39.5% |
| 3Y | +45.6% | +177.8% | -132.2% | -2.8% |
| 5Y | +3.7% | +159.5% | -155.8% | -31.6% |
| All | +3.7% | +157.2% | -153.6% | -31.6% |
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 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