+625.0%
HALO vs CAPR
-65.7%
+690.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | -3.2% | +5.9% | -9.1% | -3.3% |
| 30D | -14.2% | +44.6% | -58.8% | -14.5% |
| 3M | -0.4% | +126.4% | -126.8% | -1.3% |
| 6M | +43.2% | -68.6% | +111.8% | +43.6% |
| YTD | +49.0% | -67.0% | +116.0% | +49.3% |
| 1Y | +40.8% | +65.2% | -24.3% | +36.1% |
| 3Y | +167.4% | +235.6% | -68.2% | +148.1% |
| 5Y | +157.4% | +175.4% | -18.1% | +137.1% |
| All | +625.0% | -65.7% | +690.7% | +517.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling