+28.1%
CL vs HALO
+149.7%
-121.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | -5.2% | +5.0% | -10.2% | -5.5% |
| 3M | +3.3% | +53.1% | -49.8% | +0.6% |
| 6M | -4.4% | +60.8% | -65.1% | -7.2% |
| YTD | +13.9% | +60.9% | -47.0% | +10.4% |
| 1Y | +7.6% | +42.8% | -35.2% | +5.0% |
| 3Y | +29.6% | +181.3% | -151.7% | +18.9% |
| 5Y | +28.1% | +157.6% | -129.5% | +17.8% |
| All | +28.1% | +149.7% | -121.6% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling