+2,448.5%
HALO vs COO
+425.9%
+2,022.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.4% |
| 7D | +0.5% | -2.3% | +2.8% | +1.7% |
| 30D | +5.0% | -8.8% | +13.8% | +9.6% |
| 3M | +53.1% | +1.3% | +51.8% | +51.7% |
| 6M | +60.8% | -11.6% | +72.3% | +69.4% |
| YTD | +60.9% | -17.4% | +78.3% | +74.7% |
| 1Y | +42.8% | -1.6% | +44.4% | +41.5% |
| 3Y | +181.3% | -22.6% | +203.9% | +200.8% |
| 5Y | +157.6% | -40.3% | +197.9% | +206.8% |
| 10Y | +910.4% | +45.2% | +865.2% | +637.3% |
| All | +2,448.5% | +425.9% | +2,022.6% | +744.8% |
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