+26.8%
CP vs HALO
+159.3%
-132.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +0.9% | -18.1% | +19.0% | +2.7% |
| 30D | +10.3% | -8.2% | +18.5% | +11.1% |
| 3M | +2.3% | -1.1% | +3.4% | +2.2% |
| 6M | +10.7% | +41.9% | -31.2% | +6.5% |
| YTD | +29.3% | +49.6% | -20.3% | +23.4% |
| 1Y | +31.5% | +42.5% | -11.1% | +26.0% |
| 3Y | +36.7% | +170.3% | -133.5% | +19.2% |
| 5Y | +26.8% | +158.4% | -131.6% | +9.7% |
| All | +26.8% | +159.3% | -132.5% | +9.7% |
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 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