+1,342.5%
CMS vs HALO
+2,492.7%
-1,150.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.4% | +4.6% | -4.2% | +0.1% |
| 30D | -3.6% | +31.8% | -35.4% | -5.4% |
| 3M | -1.9% | +53.9% | -55.8% | -4.8% |
| 6M | -11.0% | +57.4% | -68.3% | -13.8% |
| YTD | +0.2% | +63.7% | -63.5% | -3.3% |
| 1Y | -1.3% | +50.1% | -51.4% | -4.3% |
| 3Y | +35.9% | +157.3% | -121.4% | +25.9% |
| 5Y | +23.1% | +161.0% | -137.9% | +12.9% |
| 10Y | +117.9% | +1,018.7% | -900.8% | +76.7% |
| All | +1,342.5% | +2,492.7% | -1,150.2% | +861.2% |
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 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