+10.2%
CNH vs HALO
+157.2%
-147.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -2.5% | -3.4% | +0.9% | -1.9% |
| 30D | +27.0% | +4.3% | +22.7% | +26.2% |
| 3M | +32.6% | +51.8% | -19.2% | +23.5% |
| 6M | +23.6% | +57.8% | -34.2% | +14.1% |
| YTD | +47.8% | +59.0% | -11.2% | +36.3% |
| 1Y | +21.3% | +41.2% | -19.9% | +13.7% |
| 3Y | +7.0% | +177.8% | -170.9% | -15.6% |
| 5Y | +10.2% | +159.5% | -149.3% | -12.1% |
| All | +10.2% | +157.2% | -147.0% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling