+142.8%
CI vs HALO
+689.5%
-546.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.2% | -3.2% | +4.4% | +1.7% |
| 30D | +2.6% | -14.2% | +16.7% | +4.8% |
| 3M | +7.4% | -0.4% | +7.8% | +7.2% |
| 6M | -0.1% | +43.2% | -43.3% | -6.0% |
| YTD | +9.7% | +49.0% | -39.3% | +2.3% |
| 1Y | +12.1% | +40.8% | -28.7% | +5.3% |
| 3Y | +7.0% | +167.4% | -160.4% | -11.5% |
| 5Y | +49.7% | +157.4% | -107.7% | +21.2% |
| All | +142.8% | +689.5% | -546.8% | +55.3% |
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