+167.0%
CVX vs HALO
+158.6%
+8.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | -2.7% | +5.3% | +2.8% |
| 30D | +9.8% | +5.3% | +4.5% | +9.5% |
| 3M | +16.2% | +51.6% | -35.4% | +13.3% |
| 6M | +13.6% | +61.3% | -47.6% | +10.2% |
| YTD | +44.4% | +59.3% | -14.9% | +39.8% |
| 1Y | +40.6% | +38.3% | +2.3% | +37.6% |
| 3Y | +48.2% | +185.9% | -137.7% | +33.9% |
| All | +167.0% | +158.6% | +8.4% | +143.3% |
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 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