+34.9%
CP vs HALO
+156.4%
-121.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | +0.6% | -2.1% | +2.7% | +0.8% |
| 30D | -0.5% | +4.6% | -5.1% | -0.9% |
| 3M | +0.1% | +50.2% | -50.2% | -4.0% |
| 6M | +7.8% | +57.6% | -49.8% | +2.8% |
| YTD | +22.9% | +59.6% | -36.7% | +16.9% |
| 1Y | +21.3% | +41.2% | -19.9% | +16.7% |
| 3Y | +20.4% | +178.9% | -158.5% | +5.1% |
| 5Y | +34.9% | +160.1% | -125.2% | +14.6% |
| All | +34.9% | +156.4% | -121.4% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling