+876.3%
HALO vs CGNX
+193.6%
+682.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.9% |
| 7D | -2.7% | +3.2% | -5.9% | -3.5% |
| 30D | +5.3% | +6.0% | -0.7% | +3.4% |
| 3M | +51.6% | +3.5% | +48.0% | +48.3% |
| 6M | +61.3% | +26.3% | +35.0% | +48.2% |
| YTD | +59.3% | +79.2% | -20.0% | +28.8% |
| 1Y | +38.3% | +43.8% | -5.5% | +18.3% |
| 3Y | +185.9% | +52.0% | +133.9% | +128.9% |
| 5Y | +159.9% | -24.0% | +184.0% | +154.5% |
| All | +876.3% | +193.6% | +682.7% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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