+42.7%
CI vs HALO
+156.4%
-113.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | +0.5% | +4.6% | -4.2% | -0.1% |
| 3M | -5.2% | +50.2% | -55.4% | -9.6% |
| 6M | +4.3% | +57.6% | -53.3% | -1.1% |
| YTD | +2.8% | +59.6% | -56.8% | -2.9% |
| 1Y | -5.8% | +41.2% | -47.0% | -9.9% |
| 3Y | +4.7% | +178.9% | -174.1% | -8.5% |
| 5Y | +42.7% | +160.1% | -117.4% | +19.1% |
| All | +42.7% | +156.4% | -113.7% | +19.1% |
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