+4,326.3%
CRS vs HALO
+2,417.6%
+1,908.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.4% |
| 30D | -16.6% | +4.3% | -20.8% | -17.4% |
| 3M | -14.3% | +51.8% | -66.0% | -21.8% |
| 6M | +11.6% | +57.8% | -46.2% | +1.0% |
| YTD | +42.6% | +59.0% | -16.4% | +28.6% |
| 1Y | +81.8% | +41.2% | +40.7% | +67.8% |
| 3Y | +632.1% | +177.8% | +454.2% | +467.8% |
| 5Y | +1,401.6% | +159.5% | +1,242.2% | +1,063.6% |
| 10Y | +1,379.0% | +963.6% | +415.4% | +740.5% |
| All | +4,326.3% | +2,417.6% | +1,908.7% | +1,660.7% |
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