+876.3%
HALO vs CRL
+256.1%
+620.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.5% |
| 7D | -2.7% | -3.5% | +0.8% | -1.4% |
| 30D | +5.3% | -2.1% | +7.5% | +6.1% |
| 3M | +51.6% | +48.0% | +3.6% | +29.8% |
| 6M | +61.3% | +64.7% | -3.5% | +31.1% |
| YTD | +59.3% | +39.5% | +19.8% | +36.8% |
| 1Y | +38.3% | +74.2% | -35.9% | +7.6% |
| 3Y | +185.9% | +39.4% | +146.5% | +126.3% |
| 5Y | +159.9% | -36.9% | +196.8% | +186.2% |
| All | +876.3% | +256.1% | +620.3% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling