+25.7%
C vs HALO
+42.6%
-16.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.2% | -3.2% | +7.4% | +4.5% |
| 30D | +2.0% | -14.2% | +16.1% | +3.6% |
| 3M | -10.1% | -0.4% | -9.7% | -10.4% |
| 6M | +1.0% | +43.2% | -42.2% | -5.6% |
| YTD | +8.5% | +49.0% | -40.5% | +0.1% |
| 1Y | +25.7% | +40.8% | -15.1% | +16.5% |
| All | +25.7% | +42.6% | -16.9% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling