+2,422.4%
HALO vs CGNX
+950.5%
+1,471.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.3% |
| 7D | -2.7% | +3.2% | -5.9% | -3.8% |
| 30D | +5.3% | +6.0% | -0.7% | +2.7% |
| 3M | +51.6% | +3.5% | +48.0% | +47.2% |
| 6M | +61.3% | +26.3% | +35.0% | +44.1% |
| YTD | +59.3% | +79.2% | -20.0% | +20.4% |
| 1Y | +38.3% | +43.8% | -5.5% | +12.0% |
| 3Y | +185.9% | +52.0% | +133.9% | +112.9% |
| 5Y | +159.9% | -24.0% | +184.0% | +144.0% |
| 10Y | +965.6% | +189.1% | +776.5% | +404.3% |
| All | +2,422.4% | +950.5% | +1,471.8% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling