+40.1%
CSGP vs HALO
+928.6%
-888.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -5.1% | +0.5% | -5.7% | -5.2% |
| 30D | +0.3% | +5.0% | -4.7% | -0.6% |
| 3M | -9.1% | +53.1% | -62.3% | -16.6% |
| 6M | -37.3% | +60.8% | -98.1% | -43.0% |
| YTD | -54.9% | +60.9% | -115.8% | -59.3% |
| 1Y | -65.5% | +42.8% | -108.3% | -68.2% |
| 3Y | -63.3% | +181.3% | -244.5% | -71.6% |
| 5Y | -65.8% | +157.6% | -223.4% | -73.7% |
| 10Y | +40.1% | +910.4% | -870.2% | -20.2% |
| All | +40.1% | +928.6% | -888.5% | -20.2% |
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