+1,642.2%
CNC vs HALO
+2,422.4%
-780.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.0% | +5.3% | -6.3% | -1.7% |
| 3M | +4.5% | +51.6% | -47.0% | -1.4% |
| 6M | +85.2% | +61.3% | +24.0% | +73.0% |
| YTD | +61.4% | +59.3% | +2.1% | +50.7% |
| 1Y | +94.9% | +38.3% | +56.6% | +85.1% |
| 3Y | 0.0% | +185.9% | -185.9% | -15.4% |
| 5Y | +11.2% | +159.9% | -148.7% | -6.3% |
| 10Y | +98.7% | +965.6% | -866.9% | +34.3% |
| All | +1,642.2% | +2,422.4% | -780.2% | +830.7% |
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 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