+119.1%
ALL vs HALO
+170.1%
-51.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +5.0% | -3.2% | +8.3% | +5.3% |
| 30D | +13.3% | -14.2% | +27.5% | +14.7% |
| 3M | +3.2% | -0.4% | +3.6% | +3.3% |
| 6M | +25.3% | +43.2% | -17.8% | +21.5% |
| YTD | +30.5% | +49.0% | -18.5% | +25.8% |
| 1Y | +29.2% | +40.8% | -11.6% | +25.1% |
| 3Y | +119.1% | +167.4% | -48.3% | +103.7% |
| All | +119.1% | +170.1% | -51.0% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling