+907.6%
ALL vs HALO
+2,492.7%
-1,585.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | 0.0% | +4.6% | -4.6% | -0.6% |
| 30D | -1.5% | +31.8% | -33.3% | -5.4% |
| 3M | +23.6% | +53.9% | -30.3% | +16.2% |
| 6M | +22.3% | +57.4% | -35.0% | +14.5% |
| YTD | +26.5% | +63.7% | -37.2% | +17.6% |
| 1Y | +27.0% | +50.1% | -23.1% | +19.2% |
| 3Y | +149.6% | +157.3% | -7.8% | +112.6% |
| 5Y | +118.1% | +161.0% | -42.9% | +82.3% |
| 10Y | +369.0% | +1,018.7% | -649.7% | +205.0% |
| All | +907.6% | +2,492.7% | -1,585.1% | +352.7% |
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 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