+93.3%
HAL vs HALO
+158.6%
-65.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -3.3% | -2.7% | -0.6% | -3.1% |
| 30D | +8.2% | +5.3% | +2.8% | +7.5% |
| 3M | -9.4% | +51.6% | -61.0% | -13.8% |
| 6M | +0.6% | +61.3% | -60.6% | -5.0% |
| YTD | +28.6% | +59.3% | -30.7% | +21.1% |
| 1Y | +63.9% | +38.3% | +25.6% | +57.0% |
| 3Y | -7.1% | +185.9% | -193.0% | -22.1% |
| All | +93.3% | +158.6% | -65.3% | +60.2% |
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 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