+25.9%
CSCO vs HALO
+42.6%
-16.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.2% |
| 7D | +1.9% | -3.2% | +5.1% | +2.1% |
| 30D | -15.8% | -14.2% | -1.7% | -14.8% |
| 3M | -15.4% | -0.4% | -15.0% | -14.5% |
| 6M | -5.4% | +43.2% | -48.6% | -4.8% |
| YTD | +26.5% | +49.0% | -22.5% | +28.2% |
| 1Y | +25.9% | +40.8% | -15.0% | +28.3% |
| All | +25.9% | +42.6% | -16.7% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling