+2,501.8%
CP vs HALO
+2,492.7%
+9.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.7% | +4.6% | -7.3% | -3.3% |
| 30D | +0.2% | +31.8% | -31.7% | -3.8% |
| 3M | +2.6% | +53.9% | -51.3% | -3.5% |
| 6M | +6.0% | +57.4% | -51.4% | -0.8% |
| YTD | +24.9% | +63.7% | -38.8% | +16.1% |
| 1Y | +20.1% | +50.1% | -30.0% | +12.7% |
| 3Y | +16.4% | +157.3% | -140.9% | -1.1% |
| 5Y | +31.7% | +161.0% | -129.3% | +9.7% |
| 10Y | +223.9% | +1,018.7% | -794.8% | +110.0% |
| All | +2,501.8% | +2,492.7% | +9.1% | +1,195.0% |
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