+2,448.5%
HALO vs CRL
+560.5%
+1,888.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.4% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | +5.0% | +5.0% | +0.1% | +2.5% |
| 3M | +53.1% | +50.6% | +2.5% | +24.6% |
| 6M | +60.8% | +60.9% | -0.2% | +24.5% |
| YTD | +60.9% | +40.7% | +20.2% | +31.5% |
| 1Y | +42.8% | +73.3% | -30.5% | +3.7% |
| 3Y | +181.3% | +40.6% | +140.7% | +106.2% |
| 5Y | +157.6% | -37.0% | +194.6% | +172.7% |
| 10Y | +910.4% | +244.3% | +666.1% | +252.2% |
| All | +2,448.5% | +560.5% | +1,888.0% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling