+66.9%
DD vs HALO
+979.6%
-912.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.5% | -2.7% | -0.8% | -3.0% |
| 30D | -11.7% | +5.3% | -17.0% | -12.6% |
| 3M | -9.2% | +51.6% | -60.8% | -16.7% |
| 6M | -7.2% | +61.3% | -68.4% | -16.0% |
| YTD | +6.6% | +59.3% | -52.7% | -3.4% |
| 1Y | +32.0% | +38.3% | -6.3% | +22.7% |
| 3Y | +42.1% | +185.9% | -143.7% | +10.6% |
| 5Y | +58.1% | +159.9% | -101.9% | +22.6% |
| All | +66.9% | +979.6% | -912.7% | +4.1% |
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