+97.4%
AR vs HALO
+156.0%
-58.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.4% | -3.2% | +10.6% | +7.9% |
| 30D | +5.8% | -14.2% | +19.9% | +7.8% |
| 3M | +5.2% | -0.4% | +5.6% | +4.7% |
| 6M | +5.4% | +43.2% | -37.7% | -1.5% |
| YTD | +12.4% | +49.0% | -36.6% | +3.6% |
| 1Y | +12.8% | +40.8% | -28.0% | +5.0% |
| 3Y | +47.2% | +167.4% | -120.2% | +13.9% |
| All | +97.4% | +156.0% | -58.6% | +50.5% |
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 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