+186.4%
HALO vs CPB
-40.6%
+227.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.1% | -8.0% | +5.9% | -0.5% |
| 30D | +4.6% | -2.4% | +7.1% | +5.0% |
| 3M | +50.2% | +0.5% | +49.7% | +49.5% |
| 6M | +57.6% | -10.5% | +68.1% | +60.7% |
| YTD | +59.6% | -17.5% | +77.1% | +65.2% |
| 1Y | +41.2% | -31.0% | +72.2% | +53.0% |
| All | +186.4% | -40.6% | +227.0% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling