+2,953.7%
CLS vs HALO
+977.5%
+1,976.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +5.0% | -3.4% | +8.4% | +5.6% |
| 30D | +4.8% | +4.3% | +0.5% | +3.8% |
| 3M | -10.4% | +51.8% | -62.2% | -17.9% |
| 6M | +20.8% | +57.8% | -37.0% | +9.6% |
| YTD | +10.0% | +59.0% | -49.0% | -0.4% |
| 1Y | +28.5% | +41.2% | -12.6% | +19.0% |
| 3Y | +1,292.2% | +177.8% | +1,114.4% | +981.4% |
| 5Y | +3,616.8% | +159.5% | +3,457.3% | +2,761.5% |
| All | +2,953.7% | +977.5% | +1,976.2% | +1,865.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling