-24.9%
AR vs HALO
+980.9%
-1,005.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.8% | +0.5% | -2.4% | -1.9% |
| 30D | +12.6% | +5.0% | +7.6% | +11.6% |
| 3M | +10.0% | +53.1% | -43.1% | +1.7% |
| 6M | +0.6% | +60.8% | -60.1% | -8.1% |
| YTD | +13.4% | +60.9% | -47.5% | +3.2% |
| 1Y | +21.7% | +42.8% | -21.1% | +13.0% |
| 3Y | +45.8% | +181.3% | -135.4% | +15.6% |
| 5Y | +144.3% | +157.6% | -13.3% | +93.5% |
| 10Y | +41.8% | +910.4% | -868.6% | -10.6% |
| All | -24.9% | +980.9% | -1,005.8% | -55.4% |
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