+65.2%
CSGP vs HALO
+1,106.4%
-1,041.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -15.7% | +11.0% | -1.8% |
| 7D | +1.3% | -20.8% | +22.1% | +5.5% |
| 30D | +10.7% | -6.5% | +17.2% | +11.8% |
| 3M | +3.3% | +20.8% | -17.6% | -1.0% |
| 6M | -10.3% | +56.2% | -66.5% | -18.3% |
| YTD | -54.6% | +54.0% | -108.5% | -58.8% |
| 1Y | -54.6% | +51.5% | -106.2% | -58.8% |
| 3Y | -60.3% | +193.9% | -254.2% | -69.7% |
| 5Y | -63.3% | +154.6% | -217.9% | -71.8% |
| All | +65.2% | +1,106.4% | -1,041.2% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling