+70.2%
CIFR vs HALO
+260.6%
-190.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | -5.0% | -2.7% | -2.3% | -4.3% |
| 30D | -5.7% | +5.3% | -11.0% | -7.2% |
| 3M | -25.5% | +51.6% | -77.1% | -35.4% |
| 6M | +19.4% | +61.3% | -41.8% | +1.5% |
| YTD | +14.2% | +59.3% | -45.1% | -2.9% |
| 1Y | +69.0% | +38.3% | +30.7% | +49.7% |
| 3Y | +503.9% | +185.9% | +318.1% | +301.4% |
| 5Y | +27.7% | +159.9% | -132.3% | -15.7% |
| All | +70.2% | +260.6% | -190.4% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling