+78.8%
CNQ vs HALO
+178.1%
-99.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | +6.2% | +5.3% | +0.9% | +6.1% |
| 3M | +12.4% | +51.6% | -39.2% | +12.1% |
| 6M | +9.0% | +61.3% | -52.2% | +8.7% |
| YTD | +52.2% | +59.3% | -7.1% | +51.6% |
| 1Y | +65.0% | +38.3% | +26.8% | +65.2% |
| 3Y | +78.8% | +185.9% | -107.0% | +71.9% |
| All | +78.8% | +178.1% | -99.2% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling