+717.2%
A vs HALO
+2,448.5%
-1,731.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | +0.6% | +5.0% | -4.4% | -0.2% |
| 3M | +10.9% | +53.1% | -42.2% | +3.0% |
| 6M | +28.2% | +60.8% | -32.6% | +18.0% |
| YTD | +8.6% | +60.9% | -52.4% | -0.3% |
| 1Y | +15.5% | +42.8% | -27.3% | +8.1% |
| 3Y | +31.8% | +181.3% | -149.4% | +7.8% |
| 5Y | -14.9% | +157.6% | -172.4% | -30.4% |
| 10Y | +237.8% | +910.4% | -672.5% | +112.9% |
| All | +717.2% | +2,448.5% | -1,731.3% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling