+11.7%
CMI vs HALO
+92.7%
-81.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -5.9% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -9.8% | +20.3% | -30.2% | -12.0% |
| 3M | -25.5% | +56.6% | -82.1% | -30.6% |
| 6M | -27.7% | +101.9% | -129.5% | -37.6% |
| YTD | -6.6% | +93.7% | -100.3% | -18.7% |
| 1Y | +11.7% | +91.5% | -79.9% | -2.7% |
| All | +11.7% | +92.7% | -81.0% | -2.7% |
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 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