+55.6%
CSGP vs HALO
+692.7%
-637.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.1% | -18.1% | +12.0% | -2.6% |
| 30D | +0.3% | -8.2% | +8.5% | +1.7% |
| 3M | -1.3% | -1.1% | -0.2% | -1.5% |
| 6M | -8.9% | +41.9% | -50.9% | -15.6% |
| YTD | -55.2% | +49.6% | -104.8% | -59.3% |
| 1Y | -56.4% | +42.5% | -98.9% | -60.0% |
| 3Y | -62.2% | +170.3% | -232.5% | -70.8% |
| 5Y | -63.7% | +158.4% | -222.1% | -72.4% |
| All | +55.6% | +692.7% | -637.1% | -5.1% |
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