+114.3%
ALL vs HALO
+158.6%
-44.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | -2.7% | +0.5% | -2.0% |
| 30D | -0.4% | +5.3% | -5.7% | -1.0% |
| 3M | +16.0% | +51.6% | -35.5% | +10.4% |
| 6M | +24.6% | +61.3% | -36.7% | +17.5% |
| YTD | +23.7% | +59.3% | -35.6% | +16.6% |
| 1Y | +27.7% | +38.3% | -10.5% | +22.3% |
| 3Y | +150.2% | +185.9% | -35.6% | +113.3% |
| All | +114.3% | +158.6% | -44.3% | +83.8% |
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