-64.8%
CSGP vs HALO
+162.4%
-227.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | +4.6% | -8.7% | -4.8% |
| 30D | +2.3% | +31.8% | -29.5% | -2.7% |
| 3M | -8.2% | +53.9% | -62.1% | -15.1% |
| 6M | -35.1% | +57.4% | -92.4% | -40.3% |
| YTD | -54.0% | +63.7% | -117.8% | -58.3% |
| 1Y | -65.3% | +50.1% | -115.4% | -68.1% |
| 3Y | -62.6% | +157.3% | -219.9% | -70.6% |
| All | -64.8% | +162.4% | -227.1% | -74.0% |
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