+177.3%
HALO vs LTH
+150.3%
+26.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -3.4% | -3.7% | +0.3% | -2.6% |
| 30D | +4.3% | -5.3% | +9.6% | +5.5% |
| 3M | +51.8% | +24.2% | +27.6% | +44.2% |
| 6M | +57.8% | +54.8% | +3.0% | +41.9% |
| YTD | +59.0% | +56.1% | +2.9% | +42.1% |
| 1Y | +41.2% | +45.5% | -4.4% | +28.0% |
| 3Y | +177.8% | +155.9% | +22.0% | +114.8% |
| All | +177.3% | +150.3% | +26.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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