-37.1%
CPRT vs HALO
+40.8%
-77.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -8.4% | -3.4% | -5.0% | -8.1% |
| 30D | +4.6% | +4.3% | +0.3% | +4.3% |
| 3M | -1.9% | +51.8% | -53.7% | -5.3% |
| 6M | -15.3% | +57.8% | -73.1% | -18.7% |
| YTD | -21.5% | +59.0% | -80.4% | -23.7% |
| All | -37.1% | +40.8% | -77.9% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling