+61.9%
HALO vs IRE
-82.8%
+144.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.2% | -11.9% | -1.9% |
| 7D | +0.5% | +58.9% | -58.4% | -0.2% |
| 30D | +5.0% | +17.2% | -12.1% | +4.6% |
| 3M | +53.1% | -58.6% | +111.7% | +53.7% |
| 6M | +60.8% | -23.5% | +84.2% | +57.8% |
| YTD | +60.9% | -47.4% | +108.4% | +56.5% |
| All | +61.9% | -82.8% | +144.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling