-41.5%
COIN vs HALO
+39.9%
-81.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +9.0% |
| 7D | +3.7% | -2.0% | +5.7% | +4.4% |
| 30D | +28.9% | +9.4% | +19.5% | +25.7% |
| 3M | +19.8% | +55.3% | -35.5% | +4.9% |
| 6M | -2.1% | +69.6% | -71.6% | -17.2% |
| YTD | -15.3% | +60.4% | -75.7% | -24.5% |
| All | -41.5% | +39.9% | -81.3% | -46.6% |
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