+876.3%
HALO vs CPAY
+155.2%
+721.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.7% | -2.0% | -0.8% | -2.1% |
| 30D | +5.3% | -0.4% | +5.7% | +5.3% |
| 3M | +51.6% | +16.4% | +35.2% | +44.1% |
| 6M | +61.3% | +23.5% | +37.7% | +49.5% |
| YTD | +59.3% | +35.7% | +23.6% | +42.1% |
| 1Y | +38.3% | +30.2% | +8.1% | +24.5% |
| 3Y | +185.9% | +49.7% | +136.1% | +137.8% |
| 5Y | +159.9% | +56.6% | +103.4% | +108.1% |
| All | +876.3% | +155.2% | +721.2% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling