+1,056.5%
CCJ vs HALO
+979.6%
+76.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.0% | -2.7% | -1.3% | -3.6% |
| 30D | -2.4% | +5.3% | -7.7% | -3.2% |
| 3M | -2.3% | +51.6% | -53.9% | -9.5% |
| 6M | -16.2% | +61.3% | -77.5% | -23.4% |
| YTD | +5.7% | +59.3% | -53.6% | -3.3% |
| 1Y | +21.3% | +38.3% | -17.0% | +13.4% |
| 3Y | +159.4% | +185.9% | -26.5% | +104.6% |
| 5Y | +300.7% | +159.9% | +140.7% | +216.6% |
| All | +1,056.5% | +979.6% | +76.9% | +679.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling