+3,616.8%
CLS vs HALO
+157.2%
+3,459.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +5.0% | -3.4% | +8.4% | +5.5% |
| 30D | +4.8% | +4.3% | +0.5% | +4.0% |
| 3M | -10.4% | +51.8% | -62.2% | -17.1% |
| 6M | +20.8% | +57.8% | -37.0% | +10.7% |
| YTD | +10.0% | +59.0% | -49.0% | +0.6% |
| 1Y | +28.5% | +41.2% | -12.6% | +20.0% |
| 3Y | +1,292.2% | +177.8% | +1,114.4% | +1,001.1% |
| 5Y | +3,616.8% | +159.5% | +3,457.3% | +2,833.2% |
| All | +3,616.8% | +157.2% | +3,459.6% | +2,833.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling