+160.1%
HALO vs COO
-44.2%
+204.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | +1.4% |
| 7D | -2.1% | -9.0% | +6.9% | +1.3% |
| 30D | +4.6% | -16.8% | +21.5% | +11.8% |
| 3M | +50.2% | -7.5% | +57.7% | +54.1% |
| 6M | +57.6% | -16.3% | +73.9% | +67.4% |
| YTD | +59.6% | -22.5% | +82.1% | +74.1% |
| 1Y | +41.2% | -7.0% | +48.2% | +43.1% |
| 3Y | +178.9% | -27.5% | +206.3% | +201.4% |
| 5Y | +160.1% | -43.3% | +203.4% | +199.1% |
| All | +160.1% | -44.2% | +204.3% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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