+3,086.4%
CME vs HALO
+2,492.7%
+593.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | +4.6% | -6.2% | -2.1% |
| 30D | +6.2% | +31.8% | -25.6% | +2.4% |
| 3M | +10.4% | +53.9% | -43.5% | +4.4% |
| 6M | -9.5% | +57.4% | -66.9% | -14.9% |
| YTD | +6.0% | +63.7% | -57.7% | -0.9% |
| 1Y | +9.3% | +50.1% | -40.8% | +3.1% |
| 3Y | +57.7% | +157.3% | -99.7% | +35.6% |
| 5Y | +77.7% | +161.0% | -83.3% | +49.8% |
| 10Y | +281.2% | +1,018.7% | -737.4% | +152.9% |
| All | +3,086.4% | +2,492.7% | +593.7% | +1,538.8% |
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