+49.3%
CI vs HALO
+159.3%
-110.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -1.7% | -18.1% | +16.4% | +0.4% |
| 30D | +4.9% | -8.2% | +13.0% | +5.8% |
| 3M | +7.4% | -1.1% | +8.5% | +7.4% |
| 6M | +0.4% | +41.9% | -41.5% | -3.8% |
| YTD | +9.5% | +49.6% | -40.1% | +4.0% |
| 1Y | +12.0% | +42.5% | -30.6% | +6.9% |
| 3Y | +7.1% | +170.3% | -163.2% | -6.3% |
| 5Y | +49.3% | +158.4% | -109.1% | +28.0% |
| All | +49.3% | +159.3% | -110.0% | +28.0% |
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