+316.5%
CHTR vs HALO
+1,651.6%
-1,335.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | -2.7% | -1.4% | -3.8% |
| 30D | -3.0% | +5.3% | -8.3% | -3.5% |
| 3M | +4.8% | +51.6% | -46.8% | -0.3% |
| 6M | -35.0% | +61.3% | -96.3% | -38.6% |
| YTD | -30.2% | +59.3% | -89.5% | -34.1% |
| 1Y | -44.8% | +38.3% | -83.0% | -47.1% |
| 3Y | -66.6% | +185.9% | -252.4% | -70.9% |
| 5Y | -81.5% | +159.9% | -241.4% | -83.9% |
| 10Y | -44.8% | +965.6% | -1,010.4% | -59.0% |
| All | +316.5% | +1,651.6% | -1,335.1% | +154.6% |
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