+61.7%
HALO vs CPB
-13.5%
+75.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | +4.6% | -8.6% | +13.2% | +6.0% |
| 30D | +31.8% | -7.2% | +39.1% | +33.1% |
| 3M | +53.9% | +0.9% | +53.0% | +53.3% |
| All | +61.7% | -13.5% | +75.2% | +65.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling