+167.4%
HALO vs CAPR
+239.1%
-71.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.4% |
| 7D | -3.2% | +5.9% | -9.1% | -3.2% |
| 30D | -14.2% | +44.6% | -58.8% | -14.0% |
| 3M | -0.4% | +126.4% | -126.8% | +0.2% |
| 6M | +43.2% | -68.6% | +111.8% | +43.1% |
| YTD | +49.0% | -67.0% | +116.0% | +49.0% |
| 1Y | +40.8% | +65.2% | -24.3% | +43.5% |
| 3Y | +167.4% | +235.6% | -68.2% | +160.8% |
| All | +167.4% | +239.1% | -71.8% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling