+876.3%
HALO vs PSLV
+190.6%
+685.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.7% | -3.5% | +0.7% | -2.3% |
| 30D | +5.3% | -2.1% | +7.5% | +5.5% |
| 3M | +51.6% | -1.6% | +53.2% | +51.5% |
| 6M | +61.3% | -25.5% | +86.7% | +66.7% |
| YTD | +59.3% | -11.4% | +70.7% | +57.6% |
| 1Y | +38.3% | +48.6% | -10.3% | +25.0% |
| 3Y | +185.9% | +166.9% | +19.0% | +129.2% |
| 5Y | +159.9% | +152.4% | +7.5% | +107.7% |
| All | +876.3% | +190.6% | +685.8% | +611.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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