+1,594.0%
CI vs HALO
+2,492.7%
-898.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.3% | +4.6% | -3.3% | +0.7% |
| 30D | +4.4% | +31.8% | -27.4% | +0.4% |
| 3M | +0.7% | +53.9% | -53.2% | -5.3% |
| 6M | +0.3% | +57.4% | -57.0% | -6.1% |
| YTD | +3.8% | +63.7% | -59.9% | -3.5% |
| 1Y | -5.5% | +50.1% | -55.6% | -11.2% |
| 3Y | +8.1% | +157.3% | -149.2% | -7.9% |
| 5Y | +42.8% | +161.0% | -118.2% | +19.3% |
| 10Y | +143.9% | +1,018.7% | -874.8% | +59.3% |
| All | +1,594.0% | +2,492.7% | -898.7% | +686.4% |
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