+4,005.7%
CMG vs HALO
+5,561.4%
-1,555.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -3.8% | -3.4% | -0.4% | -3.3% |
| 30D | +12.9% | +4.3% | +8.6% | +12.2% |
| 3M | +18.8% | +51.8% | -33.0% | +11.0% |
| 6M | +4.1% | +57.8% | -53.7% | -3.4% |
| YTD | -2.4% | +59.0% | -61.3% | -9.6% |
| 1Y | -6.7% | +41.2% | -47.8% | -12.2% |
| 3Y | -7.1% | +177.8% | -185.0% | -23.1% |
| 5Y | -5.0% | +159.5% | -164.4% | -21.7% |
| 10Y | +323.5% | +963.6% | -640.1% | +172.0% |
| All | +4,005.7% | +5,561.4% | -1,555.7% | +1,685.3% |
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