+876.3%
HALO vs CAPR
-78.4%
+954.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -2.7% | -11.0% | +8.2% | -2.6% |
| 30D | +5.3% | +99.8% | -94.4% | +4.5% |
| 3M | +51.6% | -66.6% | +118.1% | +52.2% |
| 6M | +61.3% | -75.1% | +136.3% | +62.3% |
| YTD | +59.3% | -71.0% | +130.3% | +60.0% |
| 1Y | +38.3% | +30.0% | +8.3% | +33.7% |
| 3Y | +185.9% | +29.0% | +156.9% | +168.7% |
| 5Y | +159.9% | +70.8% | +89.1% | +139.9% |
| All | +876.3% | -78.4% | +954.7% | +840.0% |
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