+185.5%
HALO vs LTH
+160.9%
+24.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +31.8% | -4.6% | +36.4% | +33.0% |
| 3M | +53.9% | +32.8% | +21.1% | +44.0% |
| 6M | +57.4% | +64.6% | -7.3% | +39.5% |
| YTD | +63.7% | +62.6% | +1.1% | +45.0% |
| 1Y | +50.1% | +49.9% | +0.2% | +35.3% |
| 3Y | +157.3% | +151.3% | +6.0% | +99.8% |
| All | +185.5% | +160.9% | +24.6% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling