+23.6%
CMS vs HALO
+156.4%
-132.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.2% | -2.1% | +2.2% | +0.3% |
| 30D | -1.3% | +4.6% | -5.9% | -1.6% |
| 3M | -5.4% | +50.2% | -55.6% | -8.3% |
| 6M | -10.3% | +57.6% | -67.9% | -13.5% |
| YTD | -0.2% | +59.6% | -59.8% | -4.0% |
| 1Y | -0.9% | +41.2% | -42.0% | -3.7% |
| 3Y | +34.0% | +178.9% | -144.9% | +20.7% |
| 5Y | +23.6% | +160.1% | -136.5% | +10.7% |
| All | +23.6% | +156.4% | -132.8% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling