+49.1%
D vs HALO
+689.5%
-640.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | -3.2% | +1.9% | -1.1% |
| 30D | +7.7% | -14.2% | +21.9% | +8.8% |
| 3M | -0.3% | -0.4% | +0.1% | -0.4% |
| 6M | +10.1% | +43.2% | -33.1% | +7.0% |
| YTD | +19.1% | +49.0% | -29.9% | +15.3% |
| 1Y | +15.9% | +40.8% | -24.9% | +12.6% |
| 3Y | +75.0% | +167.4% | -92.4% | +61.0% |
| 5Y | +13.4% | +157.4% | -144.0% | +3.7% |
| All | +49.1% | +689.5% | -640.4% | +32.9% |
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