+58.5%
D vs HALO
+178.6%
-120.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.6% |
| 7D | -0.4% | -2.1% | +1.6% | -0.3% |
| 30D | -2.1% | +4.6% | -6.7% | -2.5% |
| 3M | -0.7% | +50.2% | -51.0% | -4.4% |
| 6M | +5.6% | +57.6% | -52.0% | +1.1% |
| YTD | +14.6% | +59.6% | -45.0% | +9.4% |
| 1Y | +15.3% | +41.2% | -25.8% | +11.4% |
| All | +58.5% | +178.6% | -120.1% | +34.5% |
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