-16.2%
CDNS vs HALO
+47.3%
-63.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -14.0% | +4.6% | -18.6% | -14.1% |
| 30D | -13.2% | +31.8% | -45.0% | -13.6% |
| 3M | -28.9% | +53.9% | -82.8% | -29.6% |
| 6M | -4.2% | +57.4% | -61.5% | -5.7% |
| YTD | -6.4% | +63.7% | -70.1% | -9.9% |
| 1Y | -16.2% | +50.1% | -66.3% | -14.6% |
| All | -16.2% | +47.3% | -63.5% | -14.6% |
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