+34.8%
CTSH vs HALO
+689.5%
-654.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | +1.4% | -14.2% | +15.6% | +3.7% |
| 3M | +7.5% | -0.4% | +7.9% | +7.0% |
| 6M | +39.6% | +43.2% | -3.6% | +30.3% |
| YTD | -22.3% | +49.0% | -71.3% | -28.4% |
| 1Y | -12.0% | +40.8% | -52.8% | -18.1% |
| 3Y | +1.8% | +167.4% | -165.6% | -18.1% |
| 5Y | -15.8% | +157.4% | -173.2% | -33.2% |
| All | +34.8% | +689.5% | -654.7% | -13.8% |
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