+178.3%
CHRW vs HALO
+979.6%
-801.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -2.7% | +6.2% | +3.8% |
| 30D | +4.6% | +5.3% | -0.7% | +4.0% |
| 3M | -19.7% | +51.6% | -71.3% | -23.4% |
| 6M | -12.4% | +61.3% | -73.7% | -17.1% |
| YTD | -3.9% | +59.3% | -63.2% | -9.0% |
| 1Y | +18.4% | +38.3% | -19.9% | +13.7% |
| 3Y | +88.8% | +185.9% | -97.0% | +64.0% |
| 5Y | +93.5% | +159.9% | -66.4% | +67.2% |
| All | +178.3% | +979.6% | -801.2% | +107.1% |
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