+265.3%
DD vs HALO
+2,448.5%
-2,183.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -7.4% | +5.0% | -12.5% | -8.2% |
| 3M | -6.4% | +53.1% | -59.6% | -13.0% |
| 6M | -2.5% | +60.8% | -63.2% | -10.2% |
| YTD | +10.2% | +60.9% | -50.7% | +1.4% |
| 1Y | +36.9% | +42.8% | -5.9% | +28.2% |
| 3Y | +47.0% | +181.3% | -134.2% | +20.5% |
| 5Y | +63.1% | +157.6% | -94.4% | +33.4% |
| 10Y | +68.2% | +910.4% | -842.2% | +6.0% |
| All | +265.3% | +2,448.5% | -2,183.1% | +70.3% |
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