-63.1%
CSGP vs HALO
+156.0%
-219.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +1.3% | -3.2% | +4.6% | +1.9% |
| 30D | +2.8% | -14.2% | +17.0% | +5.2% |
| 3M | -6.3% | -0.4% | -5.9% | -6.6% |
| 6M | -3.2% | +43.2% | -46.3% | -9.6% |
| YTD | -54.0% | +49.0% | -102.9% | -57.7% |
| 1Y | -54.8% | +40.8% | -95.7% | -58.1% |
| 3Y | -60.6% | +167.4% | -228.0% | -69.4% |
| All | -63.1% | +156.0% | -219.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling