+446.5%
CL vs HALO
+2,492.7%
-2,046.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.2% | +4.6% | -6.8% | -2.4% |
| 30D | -4.8% | +31.8% | -36.7% | -6.5% |
| 3M | +4.9% | +53.9% | -49.0% | +2.1% |
| 6M | -5.7% | +57.4% | -63.1% | -8.5% |
| YTD | +14.4% | +63.7% | -49.3% | +10.7% |
| 1Y | +8.7% | +50.1% | -41.4% | +5.7% |
| 3Y | +30.0% | +157.3% | -127.4% | +20.8% |
| 5Y | +28.4% | +161.0% | -132.6% | +18.3% |
| 10Y | +50.1% | +1,018.7% | -968.6% | +23.5% |
| All | +446.5% | +2,492.7% | -2,046.2% | +271.8% |
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