+161.6%
HALO vs CPB
-41.0%
+202.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | +5.3% | -7.1% | +12.4% | +6.5% |
| 3M | +51.6% | -6.0% | +57.6% | +52.8% |
| 6M | +61.3% | -5.3% | +66.5% | +62.2% |
| YTD | +59.3% | -20.8% | +80.1% | +65.0% |
| 1Y | +38.3% | -33.8% | +72.1% | +48.3% |
| 3Y | +185.9% | -43.7% | +229.6% | +214.3% |
| All | +161.6% | -41.0% | +202.6% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling