+265.0%
CDW vs HALO
+977.5%
-712.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -7.4% | -3.4% | -4.0% | -6.7% |
| 30D | +5.8% | +4.3% | +1.6% | +5.0% |
| 3M | +10.8% | +51.8% | -41.0% | +1.5% |
| 6M | +21.5% | +57.8% | -36.3% | +10.0% |
| YTD | +6.4% | +59.0% | -52.6% | -4.0% |
| 1Y | -14.8% | +41.2% | -56.0% | -21.5% |
| 3Y | -29.9% | +177.8% | -207.7% | -46.0% |
| 5Y | -22.9% | +159.5% | -182.3% | -41.1% |
| All | +265.0% | +977.5% | -712.5% | +121.2% |
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