+1,303.7%
HALO vs CAPR
-99.1%
+1,402.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +4.6% | -2.0% | +6.6% | +4.6% |
| 30D | +31.8% | +139.2% | -107.4% | +29.5% |
| 3M | +53.9% | -66.4% | +120.3% | +54.9% |
| 6M | +57.4% | -63.1% | +120.5% | +58.0% |
| YTD | +63.7% | -67.4% | +131.2% | +64.6% |
| 1Y | +50.1% | +58.2% | -8.1% | +40.6% |
| 3Y | +157.3% | +42.2% | +115.1% | +134.1% |
| 5Y | +161.0% | +87.3% | +73.7% | +132.8% |
| 10Y | +1,018.7% | -75.3% | +1,093.9% | +842.6% |
| All | +1,303.7% | -99.1% | +1,402.8% | +843.0% |
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 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