+3.5%
COR vs HALO
+92.7%
-89.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.9% |
| 7D | +9.1% | +0.2% | +8.9% | +9.1% |
| 30D | +12.4% | +20.3% | -7.9% | +10.9% |
| 3M | +15.8% | +56.6% | -40.8% | +11.6% |
| 6M | +17.1% | +101.9% | -84.8% | +9.4% |
| YTD | +5.4% | +93.7% | -88.2% | -2.3% |
| 1Y | +3.5% | +91.5% | -88.0% | -3.1% |
| All | +3.5% | +92.7% | -89.2% | -3.1% |
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