-28.9%
CDW vs HALO
+176.9%
-205.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -5.0% |
| 7D | -3.9% | +0.5% | -4.4% | -3.9% |
| 30D | +6.9% | +5.0% | +1.9% | +6.4% |
| 3M | +7.7% | +53.1% | -45.4% | +2.4% |
| 6M | +18.3% | +60.8% | -42.4% | +11.7% |
| YTD | +7.8% | +60.9% | -53.2% | +1.6% |
| 1Y | -12.2% | +42.8% | -55.0% | -16.0% |
| 3Y | -28.9% | +181.3% | -210.2% | -37.2% |
| All | -28.9% | +176.9% | -205.9% | -37.2% |
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 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