+379.9%
CSCO vs HALO
+979.6%
-599.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +2.7% | -2.7% | +5.4% | +3.1% |
| 30D | -9.5% | +5.3% | -14.8% | -10.2% |
| 3M | -7.6% | +51.6% | -59.2% | -13.4% |
| 6M | +44.9% | +61.3% | -16.4% | +34.2% |
| YTD | +47.7% | +59.3% | -11.6% | +36.9% |
| 1Y | +69.1% | +38.3% | +30.8% | +59.8% |
| 3Y | +113.5% | +185.9% | -72.3% | +74.4% |
| 5Y | +122.8% | +159.9% | -37.2% | +80.8% |
| All | +379.9% | +979.6% | -599.6% | +213.8% |
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