+467.3%
HALO vs CLBK
+65.6%
+401.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | +4.3% | +4.5% | -0.3% | +2.7% |
| 3M | +51.8% | +22.8% | +29.0% | +41.8% |
| 6M | +57.8% | +43.4% | +14.4% | +39.9% |
| YTD | +59.0% | +64.1% | -5.1% | +34.7% |
| 1Y | +41.2% | +67.6% | -26.4% | +17.9% |
| 3Y | +177.8% | +53.3% | +124.6% | +133.5% |
| 5Y | +159.5% | +44.8% | +114.6% | +107.2% |
| All | +467.3% | +65.6% | +401.7% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling