-11.5%
A vs HALO
+158.6%
-170.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | -0.9% | +5.3% | -6.2% | -2.1% |
| 3M | +13.6% | +51.6% | -37.9% | +2.4% |
| 6M | +27.8% | +61.3% | -33.4% | +13.3% |
| YTD | +8.6% | +59.3% | -50.7% | -3.8% |
| 1Y | +16.9% | +38.3% | -21.4% | +6.9% |
| 3Y | +32.9% | +185.9% | -153.0% | -3.3% |
| All | -11.5% | +158.6% | -170.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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