+17.1%
CDNS vs HALO
+177.6%
-160.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -6.5% | -3.4% | -3.1% | -6.2% |
| 30D | -13.0% | +4.3% | -17.3% | -13.4% |
| 3M | -26.0% | +51.8% | -77.8% | -29.8% |
| 6M | -2.8% | +57.8% | -60.6% | -8.5% |
| YTD | -8.8% | +59.0% | -67.8% | -14.7% |
| 1Y | -15.8% | +41.2% | -57.0% | -19.9% |
| All | +17.1% | +177.6% | -160.4% | -3.1% |
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