+415.5%
CNQ vs HALO
+979.6%
-564.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.6% |
| 30D | +6.2% | +5.3% | +0.9% | +5.2% |
| 3M | +12.4% | +51.6% | -39.2% | +4.0% |
| 6M | +9.0% | +61.3% | -52.2% | -0.6% |
| YTD | +52.2% | +59.3% | -7.1% | +38.6% |
| 1Y | +65.0% | +38.3% | +26.8% | +53.9% |
| 3Y | +78.8% | +185.9% | -107.0% | +36.9% |
| 5Y | +286.0% | +159.9% | +126.0% | +192.5% |
| All | +415.5% | +979.6% | -564.1% | +190.5% |
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