+506.1%
CL vs HALO
+2,268.7%
-1,762.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.8% | -18.1% | +17.3% | +0.3% |
| 30D | +9.5% | -8.2% | +17.6% | +9.9% |
| 3M | +6.6% | -1.1% | +7.7% | +6.6% |
| 6M | +13.2% | +41.9% | -28.7% | +10.6% |
| YTD | +26.9% | +49.6% | -22.7% | +23.3% |
| 1Y | +27.6% | +42.5% | -14.9% | +24.3% |
| 3Y | +39.1% | +170.3% | -131.1% | +29.0% |
| 5Y | +41.3% | +158.4% | -117.1% | +30.2% |
| 10Y | +83.9% | +700.2% | -616.3% | +54.6% |
| All | +506.1% | +2,268.7% | -1,762.6% | +314.2% |
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