+269.3%
C vs HALO
+176.9%
+92.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +3.2% | +0.5% | +2.6% | +3.1% |
| 30D | +1.3% | +5.0% | -3.7% | +0.6% |
| 3M | +3.1% | +53.1% | -50.0% | -3.4% |
| 6M | +29.6% | +60.8% | -31.1% | +20.3% |
| YTD | +19.0% | +60.9% | -42.0% | +10.2% |
| 1Y | +45.6% | +42.8% | +2.9% | +37.1% |
| 3Y | +269.3% | +181.3% | +88.0% | +199.2% |
| All | +269.3% | +176.9% | +92.3% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling