+154.0%
CNH vs HALO
+979.6%
-825.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -5.7% | -2.7% | -3.0% | -5.1% |
| 30D | +26.6% | +5.3% | +21.2% | +25.2% |
| 3M | +31.1% | +51.6% | -20.5% | +19.4% |
| 6M | +24.9% | +61.3% | -36.4% | +12.0% |
| YTD | +48.7% | +59.3% | -10.6% | +33.6% |
| 1Y | +22.2% | +38.3% | -16.1% | +12.8% |
| 3Y | +7.4% | +185.9% | -178.4% | -20.1% |
| 5Y | +10.8% | +159.9% | -149.1% | -17.8% |
| All | +154.0% | +979.6% | -825.6% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling