+1,891.4%
CLS vs HALO
+2,448.5%
-557.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.9% |
| 7D | +12.8% | +0.5% | +12.2% | +12.7% |
| 30D | +3.8% | +5.0% | -1.2% | +2.9% |
| 3M | -14.6% | +53.1% | -67.8% | -20.6% |
| 6M | +32.2% | +60.8% | -28.5% | +21.9% |
| YTD | +11.6% | +60.9% | -49.3% | +2.8% |
| 1Y | +35.1% | +42.8% | -7.7% | +26.6% |
| 3Y | +1,312.5% | +181.3% | +1,131.3% | +1,056.5% |
| 5Y | +3,542.1% | +157.6% | +3,384.5% | +2,877.4% |
| 10Y | +2,944.0% | +910.4% | +2,033.6% | +1,835.1% |
| All | +1,891.4% | +2,448.5% | -557.1% | +760.3% |
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