-37.1%
DOW vs HALO
+158.6%
-195.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | -3.9% | +5.3% | -9.3% | -4.6% |
| 3M | -12.7% | +51.6% | -64.2% | -17.7% |
| 6M | -13.7% | +61.3% | -74.9% | -19.7% |
| YTD | +28.4% | +59.3% | -30.9% | +19.5% |
| 1Y | +21.8% | +38.3% | -16.5% | +15.6% |
| 3Y | -35.7% | +185.9% | -221.6% | -46.8% |
| All | -37.1% | +158.6% | -195.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling