-10.3%
CSGP vs HALO
+55.1%
-65.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -15.7% | +11.0% | -2.5% |
| 7D | +1.3% | -20.8% | +22.1% | +4.1% |
| 30D | +10.7% | -6.5% | +17.2% | +11.8% |
| 3M | +3.3% | +20.8% | -17.6% | +0.5% |
| 6M | -10.3% | +56.2% | -66.5% | -16.7% |
| All | -10.3% | +55.1% | -65.5% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling