+2,426.8%
HALO vs CHD
+1,699.7%
+727.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.2% |
| 7D | -2.1% | -4.2% | +2.1% | -0.1% |
| 30D | +4.6% | -7.6% | +12.2% | +8.4% |
| 3M | +50.2% | -1.6% | +51.8% | +50.7% |
| 6M | +57.6% | -6.3% | +63.9% | +61.3% |
| YTD | +59.6% | +14.6% | +45.0% | +47.6% |
| 1Y | +41.2% | +1.6% | +39.6% | +37.7% |
| 3Y | +178.9% | +3.1% | +175.7% | +165.8% |
| 5Y | +160.1% | +21.1% | +139.0% | +122.5% |
| 10Y | +967.5% | +128.6% | +838.9% | +458.9% |
| All | +2,426.8% | +1,699.7% | +727.1% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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