+146.9%
F vs HALO
+2,492.7%
-2,345.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +5.3% | +4.6% | +0.7% | +4.6% |
| 30D | +4.6% | +31.8% | -27.2% | -0.2% |
| 3M | -3.7% | +53.9% | -57.6% | -10.3% |
| 6M | +16.8% | +57.4% | -40.5% | +8.1% |
| YTD | +15.3% | +63.7% | -48.4% | +5.9% |
| 1Y | +31.0% | +50.1% | -19.1% | +21.7% |
| 3Y | +45.4% | +157.3% | -111.9% | +20.6% |
| 5Y | +54.7% | +161.0% | -106.3% | +26.3% |
| 10Y | +98.2% | +1,018.7% | -920.5% | +22.3% |
| All | +146.9% | +2,492.7% | -2,345.8% | +16.9% |
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 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