+791.9%
CDE vs HALO
+178.1%
+613.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.4% |
| 30D | +9.5% | +5.3% | +4.2% | +8.2% |
| 3M | +25.5% | +51.6% | -26.1% | +13.8% |
| 6M | -7.9% | +61.3% | -69.1% | -17.7% |
| YTD | +15.6% | +59.3% | -43.7% | +3.4% |
| 1Y | +34.0% | +38.3% | -4.2% | +23.2% |
| 3Y | +791.9% | +185.9% | +606.0% | +527.6% |
| All | +791.9% | +178.1% | +613.8% | +527.6% |
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