+876.3%
HALO vs CNI
+138.2%
+738.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +5.3% | -2.7% | +8.0% | +6.4% |
| 3M | +51.6% | +3.9% | +47.6% | +48.9% |
| 6M | +61.3% | +16.4% | +44.9% | +50.5% |
| YTD | +59.3% | +25.8% | +33.5% | +43.3% |
| 1Y | +38.3% | +32.4% | +5.9% | +21.1% |
| 3Y | +185.9% | +19.1% | +166.8% | +158.8% |
| 5Y | +159.9% | +13.6% | +146.4% | +135.7% |
| All | +876.3% | +138.2% | +738.1% | +476.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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