+2,259.3%
HALO vs CPB
+71.4%
+2,187.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.4% |
| 7D | -3.2% | -1.6% | -1.7% | -2.8% |
| 30D | -14.2% | +19.2% | -33.4% | -19.0% |
| 3M | -0.4% | -0.9% | +0.5% | -0.7% |
| 6M | +43.2% | +15.2% | +27.9% | +35.3% |
| YTD | +49.0% | -13.1% | +62.1% | +53.2% |
| 1Y | +40.8% | -22.4% | +63.3% | +50.3% |
| 3Y | +167.4% | -35.3% | +202.7% | +199.0% |
| 5Y | +157.4% | -33.0% | +190.3% | +177.2% |
| 10Y | +697.1% | -39.2% | +736.2% | +719.8% |
| All | +2,259.3% | +71.4% | +2,187.9% | +1,223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling