-47.0%
COMP vs HALO
+154.1%
-201.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.9% |
| 30D | -13.9% | +4.6% | -18.5% | -15.8% |
| 3M | +30.7% | +50.2% | -19.5% | +5.8% |
| 6M | +18.7% | +57.6% | -38.9% | -6.7% |
| YTD | +1.0% | +59.6% | -58.5% | -21.8% |
| 1Y | +15.1% | +41.2% | -26.1% | -5.8% |
| 3Y | +219.8% | +178.9% | +40.9% | +51.5% |
| 5Y | -28.7% | +160.1% | -188.7% | -66.5% |
| All | -47.0% | +154.1% | -201.1% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling