+413.7%
D vs HALO
+2,492.7%
-2,079.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.5% | +4.6% | -3.1% | +1.2% |
| 30D | -2.6% | +31.8% | -34.4% | -4.2% |
| 3M | 0.0% | +53.9% | -53.9% | -2.5% |
| 6M | +7.4% | +57.4% | -50.0% | +4.4% |
| YTD | +15.9% | +63.7% | -47.9% | +12.4% |
| 1Y | +18.1% | +50.1% | -32.0% | +15.1% |
| 3Y | +58.4% | +157.3% | -99.0% | +48.4% |
| 5Y | +5.2% | +161.0% | -155.8% | -2.2% |
| 10Y | +35.9% | +1,018.7% | -982.8% | +14.4% |
| All | +413.7% | +2,492.7% | -2,079.0% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling