+158.8%
B vs HALO
+156.4%
+2.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.2% |
| 7D | +1.0% | -2.1% | +3.1% | +1.3% |
| 30D | +9.5% | +4.6% | +4.8% | +8.9% |
| 3M | +14.3% | +50.2% | -35.9% | +9.0% |
| 6M | -1.9% | +57.6% | -59.5% | -7.0% |
| YTD | +4.1% | +59.6% | -55.5% | -1.5% |
| 1Y | +56.1% | +41.2% | +14.9% | +49.2% |
| 3Y | +202.0% | +178.9% | +23.1% | +172.7% |
| 5Y | +158.8% | +160.1% | -1.3% | +133.6% |
| All | +158.8% | +156.4% | +2.4% | +133.6% |
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