+2,492.7%
HALO vs CPB
+58.9%
+2,433.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.6% |
| 7D | +4.6% | -8.6% | +13.2% | +7.5% |
| 30D | +31.8% | -7.2% | +39.1% | +34.8% |
| 3M | +53.9% | +0.9% | +53.0% | +52.5% |
| 6M | +57.4% | -11.8% | +69.2% | +62.4% |
| YTD | +63.7% | -19.4% | +83.1% | +73.2% |
| 1Y | +50.1% | -30.4% | +80.5% | +66.3% |
| 3Y | +157.3% | -40.2% | +197.5% | +195.3% |
| 5Y | +161.0% | -39.5% | +200.5% | +191.7% |
| 10Y | +1,018.7% | -47.4% | +1,066.1% | +1,137.4% |
| All | +2,492.7% | +58.9% | +2,433.8% | +1,396.0% |
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