+585.2%
CIEN vs HALO
+177.6%
+407.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | +5.4% | -3.4% | +8.8% | +6.1% |
| 30D | -13.7% | +4.3% | -17.9% | -14.5% |
| 3M | -23.0% | +51.8% | -74.8% | -29.9% |
| 6M | -0.8% | +57.8% | -58.6% | -10.9% |
| YTD | +43.1% | +59.0% | -15.9% | +28.5% |
| 1Y | +157.6% | +41.2% | +116.5% | +136.6% |
| All | +585.2% | +177.6% | +407.6% | +428.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling