+604.8%
CRS vs HALO
+178.1%
+426.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -6.8% | -2.7% | -4.0% | -6.2% |
| 30D | -16.1% | +5.3% | -21.4% | -17.1% |
| 3M | -21.2% | +51.6% | -72.7% | -28.2% |
| 6M | +8.7% | +61.3% | -52.6% | -2.4% |
| YTD | +41.0% | +59.3% | -18.3% | +26.8% |
| 1Y | +82.7% | +38.3% | +44.4% | +68.3% |
| 3Y | +604.8% | +185.9% | +418.9% | +414.4% |
| All | +604.8% | +178.1% | +426.7% | +414.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling