+876.3%
HALO vs PSKY
-74.6%
+950.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | +5.3% | +11.6% | -6.3% | +3.8% |
| 3M | +51.6% | +1.5% | +50.0% | +51.0% |
| 6M | +61.3% | +7.7% | +53.5% | +59.0% |
| YTD | +59.3% | -20.1% | +79.4% | +62.2% |
| 1Y | +38.3% | -38.3% | +76.6% | +44.8% |
| 3Y | +185.9% | -17.7% | +203.6% | +176.6% |
| 5Y | +159.9% | -69.9% | +229.8% | +180.9% |
| All | +876.3% | -74.6% | +950.9% | +902.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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