+2,426.8%
HALO vs LH
+938.6%
+1,488.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.1% |
| 7D | -2.1% | -3.2% | +1.1% | 0.0% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | +50.2% | +18.6% | +31.6% | +34.6% |
| 6M | +57.6% | +17.9% | +39.7% | +41.3% |
| YTD | +59.6% | +28.9% | +30.6% | +34.4% |
| 1Y | +41.2% | +16.6% | +24.5% | +25.9% |
| 3Y | +178.9% | +63.6% | +115.3% | +94.8% |
| 5Y | +160.1% | +30.0% | +130.1% | +105.9% |
| 10Y | +967.5% | +191.9% | +775.6% | +304.8% |
| All | +2,426.8% | +938.6% | +1,488.2% | +409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 all: compounded portfolio wealth divided by compounded LH 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…
all analysis · Full analysis span regression · 6 months rolling