+340.4%
CG vs HALO
+1,204.9%
-864.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -3.2% | +5.0% | -8.2% | -4.0% |
| 3M | +6.2% | +53.1% | -46.9% | -1.8% |
| 6M | -4.7% | +60.8% | -65.4% | -12.7% |
| YTD | -20.6% | +60.9% | -81.6% | -27.5% |
| 1Y | -26.4% | +42.8% | -69.2% | -31.5% |
| 3Y | +55.4% | +181.3% | -125.9% | +25.1% |
| 5Y | +9.8% | +157.6% | -147.7% | -10.9% |
| 10Y | +341.4% | +910.4% | -569.0% | +189.8% |
| All | +340.4% | +1,204.9% | -864.6% | +168.6% |
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 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