+298.9%
CDW vs HALO
+689.5%
-390.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | -3.2% | +12.6% | +10.0% |
| 30D | +14.4% | -14.2% | +28.5% | +17.5% |
| 3M | +21.4% | -0.4% | +21.8% | +21.0% |
| 6M | +72.8% | +43.2% | +29.6% | +58.9% |
| YTD | +28.0% | +49.0% | -21.0% | +16.1% |
| 1Y | +19.3% | +40.8% | -21.5% | +9.4% |
| 3Y | -15.3% | +167.4% | -182.7% | -34.9% |
| 5Y | -3.8% | +157.4% | -161.2% | -27.4% |
| All | +298.9% | +689.5% | -390.7% | +137.7% |
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