-46.5%
COMP vs HALO
+143.5%
-189.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | +14.5% | -20.2% | +34.7% | +24.8% |
| 30D | +14.9% | -6.8% | +21.7% | +16.5% |
| 3M | -14.2% | -0.2% | -14.0% | -16.1% |
| 6M | +23.7% | +60.5% | -36.8% | -6.2% |
| YTD | +2.1% | +52.9% | -50.8% | -21.2% |
| 1Y | +26.2% | +50.8% | -24.6% | -2.1% |
| 3Y | +470.9% | +180.6% | +290.3% | +163.1% |
| 5Y | -14.0% | +166.6% | -180.6% | -60.8% |
| All | -46.5% | +143.5% | -189.9% | -73.9% |
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