+160.1%
HALO vs REPL
-53.9%
+214.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.8% |
| 7D | -2.1% | -9.6% | +7.5% | -1.8% |
| 30D | +4.6% | +5.7% | -1.1% | +4.4% |
| 3M | +50.2% | +56.4% | -6.1% | +45.8% |
| 6M | +57.6% | +67.4% | -9.8% | +46.9% |
| YTD | +59.6% | +48.7% | +10.9% | +49.2% |
| 1Y | +41.2% | +148.3% | -107.1% | +23.9% |
| 3Y | +178.9% | -26.7% | +205.5% | +135.6% |
| 5Y | +160.1% | -54.1% | +214.2% | +129.3% |
| All | +160.1% | -53.9% | +214.0% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling