-53.7%
C vs HALO
+2,492.7%
-2,546.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.6% | +4.6% | -1.0% | +2.7% |
| 30D | +0.1% | +31.8% | -31.8% | -6.1% |
| 3M | +2.4% | +53.9% | -51.5% | -7.2% |
| 6M | +24.9% | +57.4% | -32.4% | +12.5% |
| YTD | +19.8% | +63.7% | -43.9% | +6.7% |
| 1Y | +44.9% | +50.1% | -5.3% | +31.1% |
| 3Y | +263.0% | +157.3% | +105.6% | +181.7% |
| 5Y | +129.5% | +161.0% | -31.5% | +73.1% |
| 10Y | +291.6% | +1,018.7% | -727.1% | +100.0% |
| All | -53.7% | +2,492.7% | -2,546.4% | -85.1% |
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