-25.9%
CCJ vs HALO
+92.7%
-118.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.4% |
| 7D | -14.5% | +0.2% | -14.7% | -14.5% |
| 30D | -18.1% | +20.3% | -38.4% | -20.3% |
| 3M | -23.0% | +56.6% | -79.6% | -28.1% |
| 6M | -39.4% | +101.9% | -141.2% | -45.9% |
| YTD | -21.7% | +93.7% | -115.3% | -31.0% |
| 1Y | -25.9% | +91.5% | -117.5% | -33.6% |
| All | -25.9% | +92.7% | -118.6% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling