-7.1%
CMG vs HALO
+178.1%
-185.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -2.7% | +0.7% | -1.8% |
| 30D | +10.9% | +5.3% | +5.6% | +10.3% |
| 3M | +15.8% | +51.6% | -35.7% | +10.3% |
| 6M | +6.9% | +61.3% | -54.3% | +1.0% |
| YTD | -2.2% | +59.3% | -61.4% | -7.6% |
| 1Y | -7.1% | +38.3% | -45.4% | -11.1% |
| 3Y | -7.1% | +185.9% | -193.0% | -16.4% |
| All | -7.1% | +178.1% | -185.2% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling