+33.1%
CVS vs HALO
+158.1%
-125.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | +1.9% | +4.3% | -2.4% | +1.3% |
| 3M | -2.2% | +51.8% | -54.0% | -7.7% |
| 6M | +26.7% | +57.8% | -31.1% | +18.7% |
| YTD | +22.9% | +59.0% | -36.1% | +14.8% |
| 1Y | +32.9% | +41.2% | -8.2% | +26.0% |
| 3Y | +62.3% | +177.8% | -115.6% | +39.3% |
| All | +33.1% | +158.1% | -125.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling