+195.7%
B vs HALO
+2,492.7%
-2,297.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | +4.6% | -6.2% | -1.8% |
| 30D | +9.4% | +31.8% | -22.4% | +8.0% |
| 3M | +5.0% | +53.9% | -48.9% | +2.9% |
| 6M | -3.5% | +57.4% | -60.9% | -5.6% |
| YTD | +4.5% | +63.7% | -59.3% | +2.0% |
| 1Y | +67.8% | +50.1% | +17.7% | +64.5% |
| 3Y | +196.7% | +157.3% | +39.4% | +182.8% |
| 5Y | +151.9% | +161.0% | -9.1% | +138.9% |
| 10Y | +202.2% | +1,018.7% | -816.5% | +169.0% |
| All | +195.7% | +2,492.7% | -2,297.1% | +143.7% |
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