+395.2%
COR vs HALO
+979.6%
-584.4%
-32.4%
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 | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | +2.6% | +5.3% | -2.8% | +1.8% |
| 3M | +14.5% | +51.6% | -37.1% | +7.9% |
| 6M | -7.8% | +61.3% | -69.1% | -14.0% |
| YTD | -4.2% | +59.3% | -63.5% | -10.6% |
| 1Y | +7.0% | +38.3% | -31.3% | +1.7% |
| 3Y | +85.5% | +185.9% | -100.3% | +55.4% |
| 5Y | +181.2% | +159.9% | +21.3% | +134.2% |
| All | +395.2% | +979.6% | -584.4% | +214.1% |
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 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