+113.5%
CLF vs HALO
+2,259.3%
-2,145.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.4% | -3.2% | +13.6% | +11.2% |
| 30D | +0.6% | -14.2% | +14.7% | +3.8% |
| 3M | +4.1% | -0.4% | +4.5% | +3.5% |
| 6M | +15.1% | +43.2% | -28.1% | +4.1% |
| YTD | -4.7% | +49.0% | -53.7% | -15.0% |
| 1Y | +20.4% | +40.8% | -20.5% | +8.7% |
| 3Y | -23.4% | +167.4% | -190.8% | -42.8% |
| 5Y | -43.3% | +157.4% | -200.6% | -58.3% |
| 10Y | +80.5% | +697.1% | -616.5% | -3.8% |
| All | +113.5% | +2,259.3% | -2,145.8% | -29.6% |
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