+1,116.1%
CHRW vs HALO
+2,492.7%
-1,376.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.4% | +4.6% | -6.0% | -1.9% |
| 30D | -3.5% | +31.8% | -35.3% | -6.5% |
| 3M | -19.4% | +53.9% | -73.3% | -23.3% |
| 6M | -21.4% | +57.4% | -78.7% | -25.5% |
| YTD | -7.1% | +63.7% | -70.9% | -12.4% |
| 1Y | +17.8% | +50.1% | -32.3% | +12.0% |
| 3Y | +78.8% | +157.3% | -78.6% | +57.1% |
| 5Y | +83.5% | +161.0% | -77.5% | +58.7% |
| 10Y | +160.2% | +1,018.7% | -858.4% | +83.6% |
| All | +1,116.1% | +2,492.7% | -1,376.6% | +529.8% |
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 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