+49.6%
F vs HALO
+158.6%
-108.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.9% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | +1.2% | +5.0% | -3.8% | +0.3% |
| 3M | -5.7% | +53.1% | -58.8% | -13.4% |
| 6M | +17.9% | +60.8% | -42.8% | +6.9% |
| YTD | +10.4% | +60.9% | -50.5% | -0.2% |
| 1Y | +25.3% | +42.8% | -17.5% | +15.8% |
| 3Y | +37.5% | +181.3% | -143.8% | +2.5% |
| All | +49.6% | +158.6% | -108.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling