+218.9%
CTVA vs HALO
+592.6%
-373.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.0% |
| 30D | +11.1% | +4.3% | +6.8% | +10.2% |
| 3M | +13.7% | +51.8% | -38.1% | +4.6% |
| 6M | +11.2% | +57.8% | -46.6% | +1.3% |
| YTD | +26.9% | +59.0% | -32.1% | +15.0% |
| 1Y | +18.8% | +41.2% | -22.3% | +9.9% |
| 3Y | +75.9% | +177.8% | -101.9% | +34.4% |
| 5Y | +105.2% | +159.5% | -54.2% | +53.7% |
| All | +218.9% | +592.6% | -373.6% | +45.1% |
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 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