+84.1%
CL vs HALO
+743.1%
-659.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.8% | -22.0% | +21.2% | +0.8% |
| 30D | +9.5% | -8.5% | +18.0% | +10.1% |
| 3M | +6.8% | -0.9% | +7.7% | +6.7% |
| 6M | +14.3% | +53.1% | -38.8% | +10.7% |
| YTD | +27.0% | +51.1% | -24.1% | +22.9% |
| 1Y | +26.3% | +45.0% | -18.7% | +22.5% |
| 3Y | +39.3% | +173.0% | -133.7% | +27.3% |
| 5Y | +41.5% | +163.6% | -122.1% | +28.6% |
| 10Y | +84.1% | +708.3% | -624.2% | +51.5% |
| All | +84.1% | +743.1% | -659.0% | +51.5% |
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