+22.2%
CTSH vs HALO
+979.6%
-957.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -3.7% | -2.7% | -1.0% | -3.3% |
| 30D | +3.7% | +5.3% | -1.6% | +2.9% |
| 3M | +17.9% | +51.6% | -33.6% | +10.2% |
| 6M | -2.6% | +61.3% | -63.9% | -10.2% |
| YTD | -26.4% | +59.3% | -85.7% | -32.2% |
| 1Y | -13.0% | +38.3% | -51.3% | -18.1% |
| 3Y | -11.2% | +185.9% | -197.1% | -28.0% |
| 5Y | -14.3% | +159.9% | -174.2% | -30.6% |
| All | +22.2% | +979.6% | -957.4% | -14.2% |
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