+12.6%
COMP vs HALO
+45.2%
-32.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | +4.1% | +0.5% | +3.5% | +4.0% |
| 30D | -14.5% | +5.0% | -19.6% | -15.3% |
| 3M | +41.8% | +53.1% | -11.3% | +26.5% |
| 6M | +23.6% | +60.8% | -37.2% | +7.8% |
| YTD | +1.7% | +60.9% | -59.2% | -12.6% |
| 1Y | +12.6% | +42.8% | -30.2% | -9.3% |
| All | +12.6% | +45.2% | -32.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling