+325.8%
EXC vs HALO
+2,492.7%
-2,166.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.3% | +4.6% | -4.3% | 0.0% |
| 30D | -3.7% | +31.8% | -35.5% | -5.8% |
| 3M | -1.3% | +53.9% | -55.2% | -4.5% |
| 6M | -9.7% | +57.4% | -67.1% | -12.9% |
| YTD | +2.9% | +63.7% | -60.8% | -1.1% |
| 1Y | +4.4% | +50.1% | -45.7% | +0.9% |
| 3Y | +22.2% | +157.3% | -135.1% | +12.0% |
| 5Y | +46.7% | +161.0% | -114.3% | +33.1% |
| 10Y | +155.3% | +1,018.7% | -863.3% | +104.7% |
| All | +325.8% | +2,492.7% | -2,166.9% | +179.3% |
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