+148.3%
B vs HALO
+2,259.3%
-2,110.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -7.3% | -3.2% | -4.1% | -7.2% |
| 30D | -3.3% | -14.2% | +10.8% | -2.7% |
| 3M | -7.8% | -0.4% | -7.4% | -7.8% |
| 6M | -15.5% | +43.2% | -58.7% | -17.1% |
| YTD | -12.3% | +49.0% | -61.2% | -14.0% |
| 1Y | +5.4% | +40.8% | -35.5% | +3.5% |
| 3Y | +165.5% | +167.4% | -1.9% | +152.8% |
| 5Y | +107.0% | +157.4% | -50.3% | +96.4% |
| 10Y | +210.6% | +697.1% | -486.5% | +180.1% |
| All | +148.3% | +2,259.3% | -2,110.9% | +105.4% |
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