+199.9%
B vs HALO
+977.5%
-777.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -5.0% | -3.4% | -1.6% | -4.7% |
| 30D | +8.7% | +4.3% | +4.4% | +8.4% |
| 3M | +17.3% | +51.8% | -34.5% | +13.3% |
| 6M | -5.0% | +57.8% | -62.8% | -8.6% |
| YTD | +1.4% | +59.0% | -57.5% | -2.4% |
| 1Y | +50.5% | +41.2% | +9.3% | +45.9% |
| 3Y | +194.4% | +177.8% | +16.5% | +171.5% |
| 5Y | +156.7% | +159.5% | -2.8% | +136.7% |
| All | +199.9% | +977.5% | -777.7% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling