+1,340.4%
CRWD vs HALO
+594.4%
+746.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -1.9% |
| 30D | -5.9% | +4.3% | -10.1% | -7.1% |
| 3M | +29.0% | +51.8% | -22.8% | +13.2% |
| 6M | +91.5% | +57.8% | +33.7% | +65.1% |
| YTD | +78.2% | +59.0% | +19.2% | +52.4% |
| 1Y | +96.6% | +41.2% | +55.5% | +74.0% |
| 3Y | +397.0% | +177.8% | +219.2% | +214.5% |
| 5Y | +218.9% | +159.5% | +59.4% | +97.6% |
| All | +1,340.4% | +594.4% | +746.1% | +332.0% |
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