+46.0%
F vs HALO
+170.1%
-124.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | 0.0% | -14.2% | +14.2% | +1.4% |
| 3M | -13.2% | -0.4% | -12.8% | -13.4% |
| 6M | -10.2% | +43.2% | -53.4% | -14.1% |
| YTD | -4.9% | +49.0% | -53.9% | -9.7% |
| 1Y | -6.1% | +40.8% | -46.9% | -10.3% |
| 3Y | +46.0% | +167.4% | -121.4% | +19.3% |
| All | +46.0% | +170.1% | -124.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling