+60.6%
HALO vs IRE
-84.0%
+144.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.7% |
| 7D | -2.1% | +29.0% | -31.1% | -2.5% |
| 30D | +4.6% | +24.2% | -19.6% | +4.1% |
| 3M | +50.2% | -53.2% | +103.4% | +50.6% |
| 6M | +57.6% | -36.0% | +93.6% | +55.2% |
| YTD | +59.6% | -51.0% | +110.6% | +55.3% |
| All | +60.6% | -84.0% | +144.6% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling