+38.3%
HALO vs CPB
-33.6%
+71.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | +5.3% | -7.1% | +12.4% | +5.9% |
| 3M | +51.6% | -6.0% | +57.6% | +52.1% |
| 6M | +61.3% | -5.3% | +66.5% | +62.0% |
| YTD | +59.3% | -20.8% | +80.1% | +60.5% |
| 1Y | +38.3% | -33.8% | +72.1% | +41.6% |
| All | +38.3% | -33.6% | +71.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling