+1,044.2%
CDNS vs HALO
+979.6%
+64.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.6% |
| 30D | -10.4% | +5.3% | -15.8% | -11.5% |
| 3M | -24.6% | +51.6% | -76.2% | -31.6% |
| 6M | -1.6% | +61.3% | -62.9% | -12.2% |
| YTD | -7.4% | +59.3% | -66.7% | -17.6% |
| 1Y | -18.4% | +38.3% | -56.7% | -25.2% |
| 3Y | +19.0% | +185.9% | -166.9% | -12.1% |
| 5Y | +73.4% | +159.9% | -86.5% | +27.8% |
| All | +1,044.2% | +979.6% | +64.7% | +572.7% |
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