+3.2%
HAL vs HALO
+977.5%
-974.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -3.3% | -3.4% | +0.1% | -2.6% |
| 30D | +7.2% | +4.3% | +2.9% | +6.2% |
| 3M | -8.8% | +51.8% | -60.6% | -17.1% |
| 6M | +3.0% | +57.8% | -54.8% | -7.5% |
| YTD | +29.4% | +59.0% | -29.6% | +15.5% |
| 1Y | +62.8% | +41.2% | +21.7% | +48.8% |
| 3Y | -6.4% | +177.8% | -184.3% | -30.7% |
| 5Y | +103.6% | +159.5% | -55.8% | +48.5% |
| All | +3.2% | +977.5% | -974.3% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling