+161.6%
HALO vs INDA
+5.7%
+155.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.2% |
| 30D | +5.3% | -2.8% | +8.1% | +7.0% |
| 3M | +51.6% | +1.6% | +49.9% | +50.1% |
| 6M | +61.3% | -1.4% | +62.7% | +62.1% |
| YTD | +59.3% | -10.1% | +69.4% | +69.3% |
| 1Y | +38.3% | -8.8% | +47.0% | +45.4% |
| 3Y | +185.9% | +7.6% | +178.3% | +169.0% |
| All | +161.6% | +5.7% | +155.9% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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