+1,177.3%
HALO vs CAPR
-99.0%
+1,276.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | -3.2% | +5.9% | -9.1% | -3.4% |
| 30D | -14.2% | +44.6% | -58.8% | -14.8% |
| 3M | -0.4% | +126.4% | -126.8% | -2.2% |
| 6M | +43.2% | -68.6% | +111.8% | +43.9% |
| YTD | +49.0% | -67.0% | +116.0% | +49.4% |
| 1Y | +40.8% | +65.2% | -24.3% | +31.7% |
| 3Y | +167.4% | +235.6% | -68.2% | +138.2% |
| 5Y | +157.4% | +175.4% | -18.1% | +127.1% |
| 10Y | +697.1% | -65.0% | +762.0% | +564.1% |
| All | +1,177.3% | -99.0% | +1,276.4% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling