-34.4%
DOW vs HALO
+177.6%
-211.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -2.4% | -3.4% | +1.0% | -2.1% |
| 30D | -4.1% | +4.3% | -8.4% | -4.5% |
| 3M | -12.4% | +51.8% | -64.2% | -16.5% |
| 6M | -10.6% | +57.8% | -68.4% | -15.4% |
| YTD | +31.1% | +59.0% | -27.9% | +23.7% |
| 1Y | +30.5% | +41.2% | -10.6% | +25.0% |
| All | -34.4% | +177.6% | -211.9% | -43.8% |
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