+444.5%
CORZ vs HALO
+209.3%
+235.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +4.9% |
| 7D | +16.6% | +0.5% | +16.0% | +16.5% |
| 30D | -10.9% | +5.0% | -15.9% | -11.4% |
| 3M | -31.0% | +53.1% | -84.1% | -35.4% |
| 6M | +26.0% | +60.8% | -34.7% | +16.6% |
| YTD | +28.6% | +60.9% | -32.3% | +18.7% |
| 1Y | +34.5% | +42.8% | -8.3% | +26.5% |
| All | +444.5% | +209.3% | +235.2% | +345.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling