+161.6%
HALO vs CLBK
+43.5%
+118.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.7% | -1.5% | -1.3% | -2.4% |
| 30D | +5.3% | -1.0% | +6.3% | +5.5% |
| 3M | +51.6% | +22.9% | +28.6% | +44.9% |
| 6M | +61.3% | +44.2% | +17.0% | +48.8% |
| YTD | +59.3% | +64.0% | -4.7% | +43.0% |
| 1Y | +38.3% | +65.7% | -27.4% | +23.3% |
| 3Y | +185.9% | +54.1% | +131.8% | +156.5% |
| All | +161.6% | +43.5% | +118.1% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling