+28.0%
CNH vs HALO
+47.3%
-19.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.1% |
| 7D | +23.3% | +4.6% | +18.7% | +22.3% |
| 30D | +33.5% | +31.8% | +1.6% | +26.5% |
| 3M | +32.7% | +53.9% | -21.2% | +21.1% |
| 6M | +22.2% | +57.4% | -35.2% | +10.2% |
| YTD | +57.7% | +63.7% | -6.0% | +42.8% |
| 1Y | +28.0% | +50.1% | -22.1% | +13.2% |
| All | +28.0% | +47.3% | -19.3% | +13.2% |
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