+184.0%
COPX vs HALO
+1,186.1%
-1,002.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.9% |
| 7D | -2.9% | -3.4% | +0.5% | -2.3% |
| 30D | 0.0% | +4.3% | -4.2% | -0.7% |
| 3M | +14.8% | +51.8% | -37.0% | +6.2% |
| 6M | +7.0% | +57.8% | -50.7% | -1.7% |
| YTD | +23.8% | +59.0% | -35.1% | +13.4% |
| 1Y | +75.7% | +41.2% | +34.5% | +63.9% |
| 3Y | +156.4% | +177.8% | -21.5% | +105.1% |
| 5Y | +167.6% | +159.5% | +8.1% | +112.3% |
| 10Y | +569.1% | +963.6% | -394.5% | +297.0% |
| All | +184.0% | +1,186.1% | -1,002.1% | +16.5% |
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