+5.6%
CVS vs HALO
+92.7%
-87.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.9% | -12.6% |
| 7D | -11.1% | +0.2% | -11.3% | -11.1% |
| 30D | -7.4% | +20.3% | -27.8% | -8.4% |
| 3M | -22.9% | +56.6% | -79.5% | -25.1% |
| 6M | -1.2% | +101.9% | -103.1% | -7.1% |
| YTD | +3.9% | +93.7% | -89.8% | -3.0% |
| 1Y | +5.6% | +91.5% | -86.0% | +0.2% |
| All | +5.6% | +92.7% | -87.1% | +0.2% |
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