+263.6%
HAL vs HALO
+2,492.7%
-2,229.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +2.9% | +4.6% | -1.7% | +2.2% |
| 30D | +17.0% | +31.8% | -14.8% | +11.5% |
| 3M | -9.7% | +53.9% | -63.5% | -16.2% |
| 6M | +8.6% | +57.4% | -48.7% | +0.1% |
| YTD | +33.0% | +63.7% | -30.7% | +21.5% |
| 1Y | +68.3% | +50.1% | +18.2% | +55.5% |
| 3Y | +0.1% | +157.3% | -157.2% | -17.9% |
| 5Y | +102.6% | +161.0% | -58.4% | +62.7% |
| 10Y | +3.8% | +1,018.7% | -1,014.9% | -35.9% |
| All | +263.6% | +2,492.7% | -2,229.1% | +55.2% |
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