-13.7%
CLF vs HALO
+176.9%
-190.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | +0.2% | +5.0% | -4.8% | -0.7% |
| 3M | -3.1% | +53.1% | -56.2% | -10.8% |
| 6M | +25.0% | +60.8% | -35.7% | +13.6% |
| YTD | -7.5% | +60.9% | -68.4% | -16.0% |
| 1Y | +11.5% | +42.8% | -31.3% | +3.5% |
| 3Y | -13.7% | +181.3% | -194.9% | -29.1% |
| All | -13.7% | +176.9% | -190.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling