+338.5%
COP vs HALO
+979.6%
-641.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.3% | -2.7% | +5.0% | +2.7% |
| 30D | +8.6% | +5.3% | +3.3% | +7.8% |
| 3M | +19.9% | +51.6% | -31.7% | +12.7% |
| 6M | +19.0% | +61.3% | -42.2% | +10.6% |
| YTD | +50.0% | +59.3% | -9.3% | +39.1% |
| 1Y | +50.5% | +38.3% | +12.2% | +42.4% |
| 3Y | +25.2% | +185.9% | -160.7% | +1.8% |
| 5Y | +194.3% | +159.9% | +34.3% | +137.0% |
| All | +338.5% | +979.6% | -641.0% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling