+3,154.0%
CLS vs HALO
+979.6%
+2,174.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | +10.9% | -2.7% | +13.7% | +11.5% |
| 30D | +2.1% | +5.3% | -3.2% | +1.0% |
| 3M | -10.2% | +51.6% | -61.7% | -17.7% |
| 6M | +30.4% | +61.3% | -30.9% | +17.8% |
| YTD | +17.2% | +59.3% | -42.1% | +6.1% |
| 1Y | +41.0% | +38.3% | +2.8% | +31.1% |
| 3Y | +1,338.0% | +185.9% | +1,152.1% | +1,010.4% |
| 5Y | +3,860.6% | +159.9% | +3,700.6% | +2,948.2% |
| All | +3,154.0% | +979.6% | +2,174.4% | +1,994.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling