+24.3%
F vs HALO
+41.1%
-16.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.4% | -2.7% | -1.7% | -4.2% |
| 30D | +1.0% | +5.3% | -4.3% | +0.7% |
| 3M | -4.0% | +51.6% | -55.6% | -7.5% |
| 6M | +18.1% | +61.3% | -43.2% | +12.6% |
| YTD | +10.2% | +59.3% | -49.1% | +5.2% |
| 1Y | +24.3% | +38.3% | -13.9% | +19.9% |
| All | +24.3% | +41.1% | -16.7% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling