-58.1%
C vs HALO
+2,259.3%
-2,317.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | +2.0% | -14.2% | +16.1% | +4.9% |
| 3M | -10.1% | -0.4% | -9.7% | -10.6% |
| 6M | +1.0% | +43.2% | -42.2% | -7.6% |
| YTD | +8.5% | +49.0% | -40.5% | -1.9% |
| 1Y | +25.7% | +40.8% | -15.1% | +14.9% |
| 3Y | +216.0% | +167.4% | +48.6% | +142.4% |
| 5Y | +112.3% | +157.4% | -45.1% | +60.0% |
| 10Y | +217.8% | +697.1% | -479.3% | +75.0% |
| All | -58.1% | +2,259.3% | -2,317.4% | -86.3% |
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