+216.7%
CTVA vs HALO
+593.9%
-377.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -2.7% | -1.8% | -4.0% |
| 30D | +11.3% | +5.3% | +6.0% | +10.2% |
| 3M | +12.3% | +51.6% | -39.2% | +3.4% |
| 6M | +7.2% | +61.3% | -54.1% | -2.8% |
| YTD | +26.0% | +59.3% | -33.3% | +14.1% |
| 1Y | +16.0% | +38.3% | -22.2% | +7.8% |
| 3Y | +73.9% | +185.9% | -112.0% | +31.9% |
| 5Y | +103.8% | +159.9% | -56.2% | +52.6% |
| All | +216.7% | +593.9% | -377.1% | +44.1% |
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