+1,014.0%
CBOE vs HALO
+1,404.9%
-390.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -3.7% | -3.4% | -0.3% | -3.4% |
| 30D | +2.0% | +4.3% | -2.3% | +1.6% |
| 3M | -4.2% | +51.8% | -56.0% | -7.5% |
| 6M | +1.2% | +57.8% | -56.6% | -2.7% |
| YTD | +15.4% | +59.0% | -43.6% | +10.8% |
| 1Y | +23.5% | +41.2% | -17.7% | +19.6% |
| 3Y | +93.2% | +177.8% | -84.7% | +73.9% |
| 5Y | +142.0% | +159.5% | -17.5% | +116.6% |
| 10Y | +379.2% | +963.6% | -584.4% | +271.2% |
| All | +1,014.0% | +1,404.9% | -390.9% | +601.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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