+1,617.9%
CCJ vs HALO
+2,448.5%
-830.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | +4.7% | +5.0% | -0.3% | +4.0% |
| 3M | -3.3% | +53.1% | -56.4% | -8.8% |
| 6M | -7.0% | +60.8% | -67.8% | -13.0% |
| YTD | +11.5% | +60.9% | -49.5% | +4.1% |
| 1Y | +32.3% | +42.8% | -10.5% | +25.3% |
| 3Y | +176.8% | +181.3% | -4.4% | +134.3% |
| 5Y | +351.8% | +157.6% | +194.2% | +282.8% |
| 10Y | +1,080.5% | +910.4% | +170.2% | +713.5% |
| All | +1,617.9% | +2,448.5% | -830.5% | +810.9% |
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