+40.0%
CVS vs HALO
+979.6%
-939.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.2% | -2.7% | +0.6% | -1.8% |
| 30D | -0.1% | +5.3% | -5.4% | -0.7% |
| 3M | -5.2% | +51.6% | -56.8% | -10.3% |
| 6M | +26.9% | +61.3% | -34.4% | +18.9% |
| YTD | +22.1% | +59.3% | -37.2% | +14.4% |
| 1Y | +30.8% | +38.3% | -7.5% | +24.7% |
| 3Y | +54.4% | +185.9% | -131.5% | +32.4% |
| 5Y | +33.4% | +159.9% | -126.6% | +14.0% |
| All | +40.0% | +979.6% | -939.5% | +7.2% |
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 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