-12.0%
CTSH vs HALO
+42.6%
-54.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | -3.2% | +1.1% | -2.1% |
| 30D | +1.4% | -14.2% | +15.6% | +1.7% |
| 3M | +7.5% | -0.4% | +7.9% | +7.9% |
| 6M | +39.6% | +43.2% | -3.6% | +42.0% |
| YTD | -22.3% | +49.0% | -71.3% | -20.5% |
| 1Y | -12.0% | +40.8% | -52.8% | -9.7% |
| All | -12.0% | +42.6% | -54.6% | -9.7% |
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 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