+48.9%
CIEN vs HALO
+92.7%
-43.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.3% | -10.6% | -9.5% |
| 7D | -25.0% | +0.2% | -25.3% | -25.1% |
| 30D | -30.1% | +20.3% | -50.5% | -32.2% |
| 3M | -33.8% | +56.6% | -90.4% | -40.4% |
| 6M | -49.4% | +101.9% | -151.3% | -59.8% |
| YTD | +16.4% | +93.7% | -77.3% | -7.7% |
| 1Y | +48.9% | +91.5% | -42.7% | +21.5% |
| All | +48.9% | +92.7% | -43.8% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling