-25.5%
AR vs HALO
+900.7%
-926.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.4% | -3.2% | +10.6% | +8.0% |
| 30D | +5.8% | -14.2% | +19.9% | +8.2% |
| 3M | +5.2% | -0.4% | +5.6% | +4.7% |
| 6M | +5.4% | +43.2% | -37.7% | -2.0% |
| YTD | +12.4% | +49.0% | -36.6% | +3.1% |
| 1Y | +12.8% | +40.8% | -28.0% | +4.4% |
| 3Y | +47.2% | +167.4% | -120.2% | +17.4% |
| 5Y | +101.1% | +157.4% | -56.2% | +58.6% |
| 10Y | +57.6% | +697.1% | -639.5% | +2.5% |
| All | -25.5% | +900.7% | -926.2% | -55.5% |
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