-11.1%
CHYM vs HALO
+98.7%
-109.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.3% | -2.7% | +0.5% | -2.2% |
| 30D | +4.4% | +5.3% | -0.9% | +4.5% |
| 3M | +91.3% | +51.6% | +39.7% | +87.8% |
| 6M | +44.0% | +61.3% | -17.3% | +40.7% |
| YTD | +31.1% | +59.3% | -28.2% | +26.8% |
| 1Y | +37.8% | +38.3% | -0.4% | +32.1% |
| All | -11.1% | +98.7% | -109.8% | -6.9% |
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 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