+5,760.6%
CRM vs HALO
+3,485.3%
+2,275.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -2.7% | -1.7% | -3.9% |
| 30D | +28.1% | +5.3% | +22.8% | +26.9% |
| 3M | +48.8% | +51.6% | -2.7% | +37.4% |
| 6M | +28.3% | +61.3% | -33.0% | +16.7% |
| YTD | -6.0% | +59.3% | -65.3% | -14.6% |
| 1Y | +1.4% | +38.3% | -36.8% | -5.7% |
| 3Y | +11.8% | +185.9% | -174.0% | -12.0% |
| 5Y | -2.0% | +159.9% | -162.0% | -22.7% |
| 10Y | +239.6% | +965.6% | -726.0% | +97.5% |
| All | +5,760.6% | +3,485.3% | +2,275.3% | +2,502.9% |
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