+19.1%
CNH vs HALO
+42.6%
-23.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +3.0% | -3.2% | +6.3% | +3.4% |
| 30D | -0.6% | -14.2% | +13.6% | +0.8% |
| 3M | +14.6% | -0.4% | +15.0% | +13.1% |
| 6M | +11.8% | +43.2% | -31.4% | +1.5% |
| YTD | +30.4% | +49.0% | -18.6% | +18.5% |
| 1Y | +19.1% | +40.8% | -21.8% | +9.2% |
| All | +19.1% | +42.6% | -23.6% | +9.2% |
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