+38.3%
CMS vs HALO
+173.9%
-135.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -1.1% | -22.0% | +20.9% | +0.4% |
| 30D | +6.6% | -8.5% | +15.0% | +7.1% |
| 3M | +0.8% | -0.9% | +1.7% | +0.7% |
| 6M | -3.3% | +53.1% | -56.4% | -6.5% |
| YTD | +2.7% | +51.1% | -48.4% | -0.7% |
| 1Y | -4.0% | +45.0% | -49.0% | -7.0% |
| All | +38.3% | +173.9% | -135.6% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling