+43.1%
COF vs HALO
+158.6%
-115.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -2.7% | -2.4% | -4.7% |
| 30D | -6.0% | +5.3% | -11.3% | -6.9% |
| 3M | +14.8% | +51.6% | -36.7% | +5.7% |
| 6M | +15.3% | +61.3% | -45.9% | +4.7% |
| YTD | -13.0% | +59.3% | -72.3% | -21.1% |
| 1Y | -5.7% | +38.3% | -44.0% | -12.2% |
| 3Y | +118.1% | +185.9% | -67.7% | +65.8% |
| All | +43.1% | +158.6% | -115.5% | +7.9% |
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 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