-14.6%
CRH vs HALO
+47.3%
-61.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -1.7% | +4.6% | -6.3% | -2.3% |
| 30D | -5.4% | +31.8% | -37.2% | -9.2% |
| 3M | -11.2% | +53.9% | -65.1% | -16.9% |
| 6M | -15.8% | +57.4% | -73.2% | -22.0% |
| YTD | -23.6% | +63.7% | -87.4% | -29.8% |
| 1Y | -14.6% | +50.1% | -64.7% | -19.8% |
| All | -14.6% | +47.3% | -61.9% | -19.8% |
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