-58.0%
C vs HALO
+2,292.5%
-2,350.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.9% |
| 7D | -0.4% | -22.0% | +21.6% | +4.6% |
| 30D | -5.3% | -8.5% | +3.1% | -4.0% |
| 3M | -8.0% | -0.9% | -7.1% | -8.4% |
| 6M | -0.3% | +53.1% | -53.4% | -10.1% |
| YTD | +8.6% | +51.1% | -42.4% | -2.1% |
| 1Y | +25.8% | +45.0% | -19.2% | +14.2% |
| 3Y | +221.2% | +173.0% | +48.2% | +145.3% |
| 5Y | +113.6% | +163.6% | -50.1% | +60.1% |
| 10Y | +218.3% | +708.3% | -490.0% | +74.8% |
| All | -58.0% | +2,292.5% | -2,350.5% | -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