+21.5%
CDW vs HALO
+92.7%
-71.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.3% | +12.7% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | +26.0% | +20.3% | +5.7% | +26.7% |
| 3M | +10.1% | +56.6% | -46.5% | +10.9% |
| 6M | +26.1% | +101.9% | -75.8% | +24.2% |
| YTD | +25.9% | +93.7% | -67.8% | +26.3% |
| 1Y | +21.5% | +91.5% | -70.0% | +22.8% |
| All | +21.5% | +92.7% | -71.1% | +22.8% |
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