-12.5%
CORZ vs HALO
+43.0%
-55.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +26.4% | -18.1% | +44.5% | +27.3% |
| 30D | -6.8% | -8.2% | +1.4% | -6.1% |
| 3M | -31.1% | -1.1% | -30.0% | -30.7% |
| 6M | -36.9% | +41.9% | -78.8% | -38.4% |
| YTD | -1.2% | +49.6% | -50.8% | -6.5% |
| 1Y | -12.5% | +42.5% | -55.1% | -14.1% |
| All | -12.5% | +43.0% | -55.5% | -14.1% |
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