+318.0%
CORZ vs HALO
+187.5%
+130.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +26.4% | -18.1% | +44.5% | +29.2% |
| 30D | -6.8% | -8.2% | +1.4% | -6.1% |
| 3M | -31.1% | -1.1% | -30.0% | -31.2% |
| 6M | -36.9% | +41.9% | -78.8% | -40.6% |
| YTD | -1.2% | +49.6% | -50.8% | -8.3% |
| 1Y | -12.5% | +42.5% | -55.1% | -18.1% |
| All | +318.0% | +187.5% | +130.6% | +244.1% |
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 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