+3,656.7%
COR vs HALO
+2,492.7%
+1,164.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +2.8% | +4.6% | -1.8% | +2.3% |
| 30D | +4.5% | +31.8% | -27.3% | +1.5% |
| 3M | +22.7% | +53.9% | -31.2% | +17.2% |
| 6M | -9.7% | +57.4% | -67.1% | -14.1% |
| YTD | -1.4% | +63.7% | -65.2% | -6.6% |
| 1Y | +13.9% | +50.1% | -36.2% | +8.8% |
| 3Y | +94.0% | +157.3% | -63.4% | +72.4% |
| 5Y | +184.0% | +161.0% | +23.0% | +149.0% |
| 10Y | +406.8% | +1,018.7% | -611.9% | +273.3% |
| All | +3,656.7% | +2,492.7% | +1,164.0% | +2,159.5% |
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