+6,565.6%
CMI vs HALO
+2,417.6%
+4,147.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.8% | -3.4% | +4.2% | +1.4% |
| 30D | -12.8% | +4.3% | -17.0% | -13.4% |
| 3M | -12.4% | +51.8% | -64.2% | -18.8% |
| 6M | -0.9% | +57.8% | -58.7% | -8.8% |
| YTD | +8.9% | +59.0% | -50.1% | -0.1% |
| 1Y | +37.7% | +41.2% | -3.5% | +28.7% |
| 3Y | +148.9% | +177.8% | -29.0% | +101.1% |
| 5Y | +164.4% | +159.5% | +4.9% | +111.7% |
| 10Y | +506.9% | +963.6% | -456.7% | +254.3% |
| All | +6,565.6% | +2,417.6% | +4,147.9% | +2,485.6% |
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