+5,119.5%
HALO vs PSKY
-44.8%
+5,164.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.8% |
| 7D | -3.4% | -6.0% | +2.6% | -1.7% |
| 30D | +4.3% | +10.7% | -6.4% | +1.1% |
| 3M | +51.8% | +1.2% | +50.6% | +50.6% |
| 6M | +57.8% | +1.5% | +56.3% | +55.2% |
| YTD | +59.0% | -21.8% | +80.8% | +66.1% |
| 1Y | +41.2% | -30.2% | +71.3% | +49.4% |
| 3Y | +177.8% | -20.1% | +197.9% | +154.9% |
| 5Y | +159.5% | -70.5% | +230.0% | +205.6% |
| 10Y | +963.6% | -75.2% | +1,038.9% | +979.7% |
| All | +5,119.5% | -44.8% | +5,164.3% | +3,620.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling