+1,217.2%
CTSH vs HALO
+2,492.7%
-1,275.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -2.7% | +4.6% | -7.3% | -3.3% |
| 30D | +12.4% | +31.8% | -19.5% | +7.7% |
| 3M | +17.4% | +53.9% | -36.5% | +10.0% |
| 6M | -3.1% | +57.4% | -60.4% | -9.7% |
| YTD | -23.6% | +63.7% | -87.3% | -29.4% |
| 1Y | -10.8% | +50.1% | -60.9% | -16.7% |
| 3Y | -8.3% | +157.3% | -165.6% | -22.6% |
| 5Y | -11.3% | +161.0% | -172.3% | -26.4% |
| 10Y | +22.6% | +1,018.7% | -996.1% | -21.0% |
| All | +1,217.2% | +2,492.7% | -1,275.5% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling