+87.0%
CIFR vs HALO
+264.3%
-177.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | +26.7% | +0.5% | +26.1% | +26.5% |
| 30D | +7.7% | +5.0% | +2.7% | +6.1% |
| 3M | -23.8% | +53.1% | -76.9% | -34.1% |
| 6M | +35.9% | +60.8% | -24.9% | +15.6% |
| YTD | +25.4% | +60.9% | -35.5% | +6.3% |
| 1Y | +139.8% | +42.8% | +97.0% | +110.2% |
| 3Y | +515.0% | +181.3% | +333.7% | +311.4% |
| 5Y | +52.1% | +157.6% | -105.5% | +0.1% |
| All | +87.0% | +264.3% | -177.3% | +24.5% |
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 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