+755.3%
CRH vs HALO
+2,422.4%
-1,667.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -2.7% | -3.3% | -5.6% |
| 30D | -9.3% | +5.3% | -14.6% | -10.1% |
| 3M | -15.2% | +51.6% | -66.8% | -21.0% |
| 6M | -14.2% | +61.3% | -75.5% | -21.0% |
| YTD | -28.3% | +59.3% | -87.5% | -33.9% |
| 1Y | -21.8% | +38.3% | -60.0% | -26.4% |
| 3Y | +71.6% | +185.9% | -114.2% | +39.4% |
| 5Y | +96.6% | +159.9% | -63.3% | +59.0% |
| 10Y | +253.8% | +965.6% | -711.8% | +118.3% |
| All | +755.3% | +2,422.4% | -1,667.1% | +294.0% |
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