+863.2%
CDW vs HALO
+1,590.0%
-726.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.2% | +4.6% | -1.4% | +2.5% |
| 30D | +9.3% | +31.8% | -22.5% | +4.5% |
| 3M | +9.8% | +53.9% | -44.1% | +2.5% |
| 6M | +23.3% | +57.4% | -34.0% | +14.4% |
| YTD | +13.7% | +63.7% | -50.1% | +4.6% |
| 1Y | -6.5% | +50.1% | -56.6% | -12.9% |
| 3Y | -25.2% | +157.3% | -182.6% | -37.5% |
| 5Y | -19.5% | +161.0% | -180.5% | -33.8% |
| 10Y | +285.8% | +1,018.7% | -732.9% | +160.8% |
| All | +863.2% | +1,590.0% | -726.8% | +535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling