+876.3%
HALO vs IRM
+440.8%
+435.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | +5.3% | -7.4% | +12.7% | +7.1% |
| 3M | +51.6% | -7.4% | +58.9% | +53.6% |
| 6M | +61.3% | +8.7% | +52.6% | +56.1% |
| YTD | +59.3% | +40.9% | +18.3% | +43.8% |
| 1Y | +38.3% | +20.5% | +17.8% | +29.4% |
| 3Y | +185.9% | +101.7% | +84.2% | +126.1% |
| 5Y | +159.9% | +197.7% | -37.7% | +84.4% |
| All | +876.3% | +440.8% | +435.5% | +512.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling