+292.4%
C vs HALO
+979.6%
-687.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.4% |
| 30D | +0.9% | +5.3% | -4.4% | -0.2% |
| 3M | +1.1% | +51.6% | -50.5% | -7.9% |
| 6M | +28.4% | +61.3% | -32.9% | +15.4% |
| YTD | +20.8% | +59.3% | -38.5% | +8.5% |
| 1Y | +43.4% | +38.3% | +5.2% | +32.5% |
| 3Y | +274.9% | +185.9% | +89.0% | +183.9% |
| 5Y | +136.7% | +159.9% | -23.3% | +78.6% |
| All | +292.4% | +979.6% | -687.1% | +117.8% |
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