+178.3%
HALO vs LTH
+152.0%
+26.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.5% |
| 7D | -2.1% | -4.0% | +1.9% | -1.2% |
| 30D | +4.6% | -1.7% | +6.3% | +4.9% |
| 3M | +50.2% | +28.0% | +22.2% | +41.8% |
| 6M | +57.6% | +54.1% | +3.5% | +41.9% |
| YTD | +59.6% | +57.1% | +2.5% | +42.5% |
| 1Y | +41.2% | +45.8% | -4.6% | +28.0% |
| 3Y | +178.9% | +157.6% | +21.3% | +115.3% |
| All | +178.3% | +152.0% | +26.3% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling