-4.4%
CLX vs HALO
+979.6%
-983.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -17.0% | +5.3% | -22.3% | -17.3% |
| 3M | -9.7% | +51.6% | -61.2% | -11.9% |
| 6M | -19.8% | +61.3% | -81.1% | -22.1% |
| YTD | -9.8% | +59.3% | -69.1% | -12.4% |
| 1Y | -26.2% | +38.3% | -64.4% | -27.8% |
| 3Y | -36.2% | +185.9% | -222.1% | -40.4% |
| 5Y | -38.3% | +159.9% | -198.3% | -42.5% |
| All | -4.4% | +979.6% | -983.9% | -16.0% |
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 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