+110.9%
CLF vs HALO
+2,492.7%
-2,381.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +7.6% | +4.6% | +3.0% | +6.4% |
| 30D | -1.2% | +31.8% | -33.0% | -8.0% |
| 3M | -13.4% | +53.9% | -67.3% | -22.3% |
| 6M | +15.4% | +57.4% | -41.9% | +2.5% |
| YTD | -5.9% | +63.7% | -69.6% | -17.4% |
| 1Y | +18.8% | +50.1% | -31.3% | +6.1% |
| 3Y | -19.4% | +157.3% | -176.7% | -39.1% |
| 5Y | -47.7% | +161.0% | -208.7% | -61.5% |
| 10Y | +130.4% | +1,018.7% | -888.3% | +14.1% |
| All | +110.9% | +2,492.7% | -2,381.8% | -31.5% |
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