+161.4%
CCJ vs HALO
+177.6%
-16.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -3.2% | -3.4% | +0.2% | -2.8% |
| 30D | -1.3% | +4.3% | -5.6% | -1.8% |
| 3M | +2.5% | +51.8% | -49.3% | -2.4% |
| 6M | -18.9% | +57.8% | -76.7% | -23.2% |
| YTD | +6.5% | +59.0% | -52.5% | +0.4% |
| 1Y | +22.8% | +41.2% | -18.3% | +17.3% |
| All | +161.4% | +177.6% | -16.2% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling