+2,492.7%
HALO vs PTC
+1,097.6%
+1,395.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +2.1% |
| 7D | +4.6% | -10.3% | +14.9% | +9.4% |
| 30D | +31.8% | +1.1% | +30.7% | +30.6% |
| 3M | +53.9% | +1.6% | +52.3% | +50.4% |
| 6M | +57.4% | -13.5% | +70.8% | +63.9% |
| YTD | +63.7% | -19.1% | +82.8% | +74.4% |
| 1Y | +50.1% | -33.9% | +84.0% | +73.8% |
| 3Y | +157.3% | -3.9% | +161.2% | +144.2% |
| 5Y | +161.0% | +6.0% | +155.0% | +129.8% |
| 10Y | +1,018.7% | +223.7% | +794.9% | +429.5% |
| All | +2,492.7% | +1,097.6% | +1,395.1% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling