+308.5%
CSCO vs HALO
+689.5%
-381.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.2% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | -15.8% | -14.2% | -1.7% | -14.1% |
| 3M | -15.4% | -0.4% | -15.0% | -15.6% |
| 6M | -5.4% | +43.2% | -48.6% | -11.1% |
| YTD | +26.5% | +49.0% | -22.5% | +17.8% |
| 1Y | +25.9% | +40.8% | -15.0% | +18.1% |
| 3Y | +97.5% | +167.4% | -69.8% | +61.8% |
| 5Y | +93.0% | +157.4% | -64.3% | +55.2% |
| All | +308.5% | +689.5% | -381.0% | +165.7% |
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