-21.9%
CLX vs HALO
+47.3%
-69.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -9.2% | +4.6% | -13.8% | -9.5% |
| 30D | -11.0% | +31.8% | -42.9% | -12.7% |
| 3M | +5.0% | +53.9% | -48.9% | +1.6% |
| 6M | -18.8% | +57.4% | -76.2% | -21.9% |
| YTD | -4.4% | +63.7% | -68.1% | -8.4% |
| 1Y | -21.9% | +50.1% | -72.0% | -25.1% |
| All | -21.9% | +47.3% | -69.1% | -25.1% |
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