+186.4%
HALO vs CRL
+38.7%
+147.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -2.1% | -4.6% | +2.5% | -0.7% |
| 30D | +4.6% | +0.5% | +4.2% | +4.5% |
| 3M | +50.2% | +46.6% | +3.6% | +34.1% |
| 6M | +57.6% | +57.3% | +0.3% | +36.9% |
| YTD | +59.6% | +39.5% | +20.0% | +42.6% |
| 1Y | +41.2% | +76.9% | -35.7% | +16.5% |
| All | +186.4% | +38.7% | +147.7% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling