+452.8%
HALO vs REPL
+36.8%
+415.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.2% | +1.2% | -4.5% | -3.3% |
| 30D | -14.2% | +92.2% | -106.4% | -17.0% |
| 3M | -0.4% | +44.1% | -44.5% | -2.5% |
| 6M | +43.2% | +313.0% | -269.8% | +26.9% |
| YTD | +49.0% | +125.2% | -76.2% | +31.2% |
| 1Y | +40.8% | +143.8% | -102.9% | +23.2% |
| 3Y | +167.4% | +104.2% | +63.2% | +87.3% |
| 5Y | +157.4% | -34.5% | +191.9% | +102.0% |
| All | +452.8% | +36.8% | +415.9% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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