+887.4%
CIEN vs HALO
+2,426.8%
-1,539.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -4.6% | -2.1% | -2.5% | -4.2% |
| 30D | -12.8% | +4.6% | -17.5% | -13.8% |
| 3M | -23.1% | +50.2% | -73.3% | -30.1% |
| 6M | +6.1% | +57.6% | -51.5% | -5.0% |
| YTD | +44.5% | +59.6% | -15.0% | +29.2% |
| 1Y | +176.6% | +41.2% | +135.4% | +153.6% |
| 3Y | +601.0% | +178.9% | +422.1% | +434.5% |
| 5Y | +509.1% | +160.1% | +349.0% | +360.7% |
| 10Y | +1,460.5% | +967.5% | +493.0% | +698.9% |
| All | +887.4% | +2,426.8% | -1,539.4% | +238.4% |
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