-23.6%
CDW vs HALO
+156.4%
-180.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -4.2% | -2.1% | -2.2% | -3.9% |
| 30D | +4.9% | +4.6% | +0.2% | +4.1% |
| 3M | +7.3% | +50.2% | -42.9% | -0.4% |
| 6M | +19.2% | +57.6% | -38.4% | +9.4% |
| YTD | +6.2% | +59.6% | -53.4% | -2.9% |
| 1Y | -14.0% | +41.2% | -55.2% | -19.8% |
| 3Y | -30.0% | +178.9% | -208.8% | -45.1% |
| 5Y | -23.6% | +160.1% | -183.7% | -41.9% |
| All | -23.6% | +156.4% | -180.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling