+1,855.3%
CDNS vs HALO
+2,448.5%
-593.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.7% |
| 7D | -9.2% | +0.5% | -9.8% | -9.3% |
| 30D | -16.3% | +5.0% | -21.3% | -16.9% |
| 3M | -27.9% | +53.1% | -81.1% | -32.8% |
| 6M | -4.3% | +60.8% | -65.1% | -11.7% |
| YTD | -9.1% | +60.9% | -70.0% | -16.4% |
| 1Y | -21.2% | +42.8% | -64.0% | -26.3% |
| 3Y | +19.4% | +181.3% | -161.9% | -2.1% |
| 5Y | +71.6% | +157.6% | -86.0% | +40.9% |
| 10Y | +1,005.1% | +910.4% | +94.7% | +616.4% |
| All | +1,855.3% | +2,448.5% | -593.1% | +849.6% |
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 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