+59.2%
HAL vs HALO
+156.0%
-96.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +6.1% | -3.2% | +9.3% | +6.4% |
| 30D | +2.9% | -14.2% | +17.1% | +4.4% |
| 3M | +3.3% | -0.4% | +3.7% | +3.1% |
| 6M | -16.9% | +43.2% | -60.1% | -20.8% |
| YTD | +21.2% | +49.0% | -27.8% | +14.3% |
| 1Y | +27.5% | +40.8% | -13.3% | +21.1% |
| 3Y | -6.4% | +167.4% | -173.8% | -21.7% |
| All | +59.2% | +156.0% | -96.8% | +37.7% |
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