+606.1%
COST vs HALO
+979.6%
-373.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.9% |
| 30D | -4.7% | +5.3% | -10.0% | -5.3% |
| 3M | -7.1% | +51.6% | -58.7% | -11.6% |
| 6M | -8.5% | +61.3% | -69.8% | -13.7% |
| YTD | +5.4% | +59.3% | -53.9% | -0.6% |
| 1Y | -5.6% | +38.3% | -43.9% | -9.6% |
| 3Y | +68.5% | +185.9% | -117.4% | +45.1% |
| 5Y | +105.2% | +159.9% | -54.7% | +76.3% |
| All | +606.1% | +979.6% | -373.5% | +432.0% |
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