+625.0%
HALO vs PTC
+312.5%
+312.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | -14.2% | +1.2% | -15.4% | -14.5% |
| 3M | -0.4% | +27.4% | -27.8% | -9.7% |
| 6M | +43.2% | +39.2% | +4.0% | +24.5% |
| YTD | +49.0% | +12.5% | +36.5% | +38.9% |
| 1Y | +40.8% | +12.3% | +28.6% | +31.2% |
| 3Y | +167.4% | +28.8% | +138.6% | +128.7% |
| 5Y | +157.4% | +60.9% | +96.5% | +97.0% |
| All | +625.0% | +312.5% | +312.6% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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