-0.9%
CMS vs HALO
+41.3%
-42.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.2% | -2.1% | +2.2% | +0.2% |
| 30D | -1.3% | +4.6% | -5.9% | -1.5% |
| 3M | -5.4% | +50.2% | -55.6% | -7.0% |
| 6M | -10.3% | +57.6% | -67.9% | -12.1% |
| YTD | -0.2% | +59.6% | -59.8% | -1.9% |
| 1Y | -0.9% | +41.2% | -42.0% | -2.2% |
| All | -0.9% | +41.3% | -42.2% | -2.2% |
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