+2,259.3%
HALO vs COO
+386.7%
+1,872.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.2% | +0.5% | -3.7% | -3.5% |
| 30D | -14.2% | +14.2% | -28.3% | -19.4% |
| 3M | -0.4% | -18.2% | +17.8% | +8.2% |
| 6M | +43.2% | +5.3% | +37.8% | +37.3% |
| YTD | +49.0% | -23.6% | +72.5% | +66.0% |
| 1Y | +40.8% | -12.7% | +53.5% | +46.8% |
| 3Y | +167.4% | -24.2% | +191.6% | +185.9% |
| 5Y | +157.4% | -40.0% | +197.4% | +202.3% |
| 10Y | +697.1% | +41.6% | +655.5% | +481.4% |
| All | +2,259.3% | +386.7% | +1,872.6% | +702.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling