+159.5%
HALO vs CRL
-38.6%
+198.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.2% |
| 7D | -3.4% | -6.9% | +3.5% | -1.4% |
| 30D | +4.3% | -3.2% | +7.5% | +5.2% |
| 3M | +51.8% | +46.5% | +5.2% | +35.9% |
| 6M | +57.8% | +63.1% | -5.3% | +36.2% |
| YTD | +59.0% | +36.9% | +22.1% | +43.2% |
| 1Y | +41.2% | +78.1% | -37.0% | +17.0% |
| 3Y | +177.8% | +36.7% | +141.2% | +135.0% |
| 5Y | +159.5% | -38.1% | +197.6% | +147.1% |
| All | +159.5% | -38.6% | +198.1% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling