+230.0%
COMP vs HALO
+169.1%
+60.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +1.4% | +4.6% | -3.2% | +0.2% |
| 30D | -13.3% | +31.8% | -45.2% | -19.8% |
| 3M | +41.1% | +53.9% | -12.8% | +24.9% |
| 6M | +17.2% | +57.4% | -40.2% | +2.7% |
| YTD | +5.2% | +63.7% | -58.5% | -9.2% |
| 1Y | +18.9% | +50.1% | -31.2% | +4.8% |
| All | +230.0% | +169.1% | +60.8% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling