+427.9%
D vs HALO
+2,259.3%
-1,831.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | -3.2% | +1.9% | -1.2% |
| 30D | +7.7% | -14.2% | +21.9% | +8.6% |
| 3M | -0.3% | -0.4% | +0.1% | -0.4% |
| 6M | +10.1% | +43.2% | -33.1% | +7.6% |
| YTD | +19.1% | +49.0% | -29.9% | +16.0% |
| 1Y | +15.9% | +40.8% | -24.9% | +13.2% |
| 3Y | +75.0% | +167.4% | -92.4% | +63.6% |
| 5Y | +13.4% | +157.4% | -144.0% | +5.4% |
| 10Y | +47.5% | +697.1% | -649.6% | +26.7% |
| All | +427.9% | +2,259.3% | -1,831.4% | +283.5% |
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 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