+186.4%
HALO vs PTC
-10.6%
+196.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.3% |
| 7D | -2.1% | -13.6% | +11.5% | +0.4% |
| 30D | +4.6% | -14.7% | +19.3% | +7.4% |
| 3M | +50.2% | -5.9% | +56.1% | +51.1% |
| 6M | +57.6% | -21.1% | +78.7% | +64.2% |
| YTD | +59.6% | -26.0% | +85.6% | +68.5% |
| 1Y | +41.2% | -36.8% | +78.0% | +55.2% |
| All | +186.4% | -10.6% | +196.9% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling