+18.1%
CHRW vs HALO
+40.8%
-22.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.4% | -3.4% | +7.7% | +4.5% |
| 30D | +5.5% | +4.3% | +1.2% | +5.2% |
| 3M | -17.3% | +51.8% | -69.0% | -20.3% |
| 6M | -12.7% | +57.8% | -70.5% | -16.4% |
| YTD | -4.1% | +59.0% | -63.1% | -7.8% |
| All | +18.1% | +40.8% | -22.7% | +11.8% |
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