+503.2%
CMI vs HALO
+979.6%
-476.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -2.7% | +2.0% | -0.3% |
| 30D | -12.4% | +5.3% | -17.7% | -13.1% |
| 3M | -14.8% | +51.6% | -66.3% | -20.2% |
| 6M | +0.8% | +61.3% | -60.5% | -6.5% |
| YTD | +10.2% | +59.3% | -49.1% | +2.3% |
| 1Y | +37.4% | +38.3% | -0.8% | +30.0% |
| 3Y | +153.3% | +185.9% | -32.6% | +109.4% |
| 5Y | +167.6% | +159.9% | +7.7% | +120.8% |
| All | +503.2% | +979.6% | -476.4% | +299.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling