+78.7%
CME vs HALO
+157.2%
-78.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | +6.2% | +4.3% | +1.9% | +6.0% |
| 3M | +4.4% | +51.8% | -47.4% | +2.3% |
| 6M | -9.6% | +57.8% | -67.4% | -11.7% |
| YTD | +3.8% | +59.0% | -55.2% | +1.3% |
| 1Y | +9.5% | +41.2% | -31.6% | +7.6% |
| 3Y | +51.9% | +177.8% | -125.9% | +40.8% |
| 5Y | +78.7% | +159.5% | -80.8% | +60.3% |
| All | +78.7% | +157.2% | -78.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling