-5.1%
COF vs HALO
+92.7%
-97.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +5.7% | +20.3% | -14.6% | +4.3% |
| 3M | -6.7% | +56.6% | -63.3% | -10.3% |
| 6M | +9.5% | +101.9% | -92.4% | +0.2% |
| YTD | -13.9% | +93.7% | -107.5% | -20.8% |
| 1Y | -5.1% | +91.5% | -96.6% | -13.0% |
| All | -5.1% | +92.7% | -97.8% | -13.0% |
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