-48.2%
CLF vs HALO
+156.4%
-204.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | -3.2% | +4.6% | -7.9% | -4.2% |
| 3M | -5.0% | +50.2% | -55.2% | -13.9% |
| 6M | +26.6% | +57.6% | -31.0% | +13.1% |
| YTD | -9.0% | +59.6% | -68.5% | -19.1% |
| 1Y | +11.8% | +41.2% | -29.3% | +2.1% |
| 3Y | -15.1% | +178.9% | -194.0% | -37.2% |
| 5Y | -48.2% | +160.1% | -208.3% | -62.1% |
| All | -48.2% | +156.4% | -204.6% | -62.1% |
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 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