+163.8%
CIEN vs HALO
+41.1%
+122.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +8.9% | -2.7% | +11.6% | +9.5% |
| 30D | -19.1% | +5.3% | -24.4% | -20.3% |
| 3M | -21.5% | +51.6% | -73.1% | -31.5% |
| 6M | +2.8% | +61.3% | -58.4% | -13.7% |
| YTD | +49.5% | +59.3% | -9.8% | +25.1% |
| 1Y | +163.8% | +38.3% | +125.5% | +136.6% |
| All | +163.8% | +41.1% | +122.8% | +136.6% |
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