+85.2%
F vs HALO
+977.5%
-892.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -3.7% | -3.4% | -0.3% | -3.1% |
| 30D | -0.7% | +4.3% | -5.0% | -1.4% |
| 3M | -1.9% | +51.8% | -53.7% | -9.1% |
| 6M | +16.1% | +57.8% | -41.7% | +6.5% |
| YTD | +9.5% | +59.0% | -49.5% | +0.1% |
| 1Y | +27.2% | +41.2% | -14.0% | +18.6% |
| 3Y | +36.3% | +177.8% | -141.6% | +8.3% |
| 5Y | +49.3% | +159.5% | -110.2% | +17.8% |
| All | +85.2% | +977.5% | -892.3% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling