+294.0%
COF vs HALO
+2,417.6%
-2,123.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.1% | -3.4% | -2.7% | -5.4% |
| 30D | -5.2% | +4.3% | -9.4% | -6.0% |
| 3M | +17.0% | +51.8% | -34.8% | +6.8% |
| 6M | +12.9% | +57.8% | -44.9% | +2.0% |
| YTD | -13.5% | +59.0% | -72.5% | -22.2% |
| 1Y | -5.9% | +41.2% | -47.0% | -13.4% |
| 3Y | +117.1% | +177.8% | -60.7% | +67.4% |
| 5Y | +45.4% | +159.5% | -114.1% | +11.5% |
| 10Y | +244.1% | +963.6% | -719.5% | +85.6% |
| All | +294.0% | +2,417.6% | -2,123.7% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling