+351.3%
EXC vs HALO
+2,259.3%
-1,908.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.6% |
| 30D | +8.6% | -14.2% | +22.7% | +9.7% |
| 3M | +2.4% | -0.4% | +2.8% | +2.2% |
| 6M | +6.5% | +43.2% | -36.7% | +3.3% |
| YTD | +9.0% | +49.0% | -39.9% | +5.3% |
| 1Y | +4.6% | +40.8% | -36.3% | +1.4% |
| 3Y | +33.5% | +167.4% | -133.9% | +22.0% |
| 5Y | +41.4% | +157.4% | -116.0% | +28.3% |
| 10Y | +204.3% | +697.1% | -492.8% | +149.9% |
| All | +351.3% | +2,259.3% | -1,908.0% | +197.6% |
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