-29.6%
CLS vs HALO
+92.7%
-122.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.4% | -9.2% |
| 7D | -21.1% | +0.2% | -21.4% | -21.2% |
| 30D | -38.2% | +20.3% | -58.6% | -39.7% |
| 3M | -36.3% | +56.6% | -92.9% | -41.5% |
| 6M | -43.8% | +101.9% | -145.7% | -53.6% |
| YTD | -20.0% | +93.7% | -113.7% | -34.8% |
| 1Y | -29.6% | +91.5% | -121.1% | -40.5% |
| All | -29.6% | +92.7% | -122.3% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling