-65.5%
CSGP vs HALO
+45.2%
-110.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -5.1% | +0.5% | -5.7% | -5.1% |
| 30D | +0.3% | +5.0% | -4.7% | +0.3% |
| 3M | -9.1% | +53.1% | -62.3% | -9.2% |
| 6M | -37.3% | +60.8% | -98.1% | -37.3% |
| YTD | -54.9% | +60.9% | -115.8% | -56.2% |
| 1Y | -65.5% | +42.8% | -108.3% | -66.3% |
| All | -65.5% | +45.2% | -110.7% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling