+115.6%
CRBG vs HALO
+154.0%
-38.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | +2.6% | +5.3% | -2.7% | +1.9% |
| 3M | +24.0% | +51.6% | -27.6% | +16.8% |
| 6M | +50.5% | +61.3% | -10.7% | +40.2% |
| YTD | +17.1% | +59.3% | -42.2% | +9.2% |
| 1Y | +5.9% | +38.3% | -32.4% | +0.5% |
| 3Y | +122.7% | +185.9% | -63.1% | +86.4% |
| All | +115.6% | +154.0% | -38.4% | +72.0% |
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 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