+101.7%
HALO vs CAI
-9.9%
+111.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | +5.3% | +9.3% | -4.0% | +3.7% |
| 3M | +51.6% | +35.2% | +16.3% | +44.8% |
| 6M | +61.3% | +30.7% | +30.5% | +53.4% |
| YTD | +59.3% | -9.8% | +69.1% | +57.0% |
| 1Y | +38.3% | -28.9% | +67.1% | +39.6% |
| All | +101.7% | -9.9% | +111.5% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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