+185.3%
HALO vs IRM
+98.2%
+87.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | 0.0% |
| 7D | -3.4% | -1.8% | -1.6% | -3.1% |
| 30D | +4.3% | -7.8% | +12.0% | +5.6% |
| 3M | +51.8% | -7.9% | +59.6% | +53.3% |
| 6M | +57.8% | +6.3% | +51.5% | +53.5% |
| YTD | +59.0% | +38.2% | +20.8% | +45.1% |
| 1Y | +41.2% | +19.8% | +21.3% | +32.7% |
| All | +185.3% | +98.2% | +87.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling