+41.9%
CMI vs HALO
+47.3%
-5.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | -0.7% | +4.6% | -5.3% | -1.3% |
| 30D | -13.4% | +31.8% | -45.3% | -17.2% |
| 3M | -17.0% | +53.9% | -70.9% | -23.7% |
| 6M | -1.6% | +57.4% | -59.0% | -10.9% |
| YTD | +11.0% | +63.7% | -52.7% | 0.0% |
| 1Y | +41.9% | +50.1% | -8.2% | +28.4% |
| All | +41.9% | +47.3% | -5.4% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling