+27,266.5%
FIX vs HALO
+2,492.7%
+24,773.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +6.0% | +4.6% | +1.4% | +5.3% |
| 30D | -7.2% | +31.8% | -39.1% | -11.6% |
| 3M | -15.9% | +53.9% | -69.7% | -21.9% |
| 6M | +12.7% | +57.4% | -44.6% | +4.2% |
| YTD | +72.8% | +63.7% | +9.1% | +58.6% |
| 1Y | +122.9% | +50.1% | +72.8% | +107.0% |
| 3Y | +774.3% | +157.3% | +617.0% | +623.8% |
| 5Y | +2,049.5% | +161.0% | +1,888.5% | +1,646.5% |
| 10Y | +5,821.5% | +1,018.7% | +4,802.8% | +3,561.3% |
| All | +27,266.5% | +2,492.7% | +24,773.8% | +12,955.2% |
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