+265.7%
CLX vs HALO
+2,448.5%
-2,182.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.5% | +0.5% | -4.1% | -3.6% |
| 30D | -11.9% | +5.0% | -16.9% | -12.1% |
| 3M | -2.6% | +53.1% | -55.7% | -4.9% |
| 6M | -18.2% | +60.8% | -78.9% | -20.3% |
| YTD | -5.9% | +60.9% | -66.8% | -8.5% |
| 1Y | -23.8% | +42.8% | -66.6% | -25.5% |
| 3Y | -33.6% | +181.3% | -214.8% | -37.8% |
| 5Y | -35.7% | +157.6% | -193.2% | -39.9% |
| 10Y | -2.5% | +910.4% | -912.9% | -17.0% |
| All | +265.7% | +2,448.5% | -2,182.7% | +163.7% |
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