+88.4%
CHRW vs HALO
+177.6%
-89.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.4% | -3.4% | +7.7% | +4.6% |
| 30D | +5.5% | +4.3% | +1.2% | +5.1% |
| 3M | -17.3% | +51.8% | -69.0% | -20.0% |
| 6M | -12.7% | +57.8% | -70.5% | -15.9% |
| YTD | -4.1% | +59.0% | -63.1% | -7.7% |
| 1Y | +21.2% | +41.2% | -19.9% | +17.6% |
| All | +88.4% | +177.6% | -89.2% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling