+507.4%
HALO vs REPL
-6.0%
+513.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +4.6% | -3.0% | +7.6% | +4.7% |
| 30D | +31.8% | +27.1% | +4.7% | +30.0% |
| 3M | +53.9% | +52.4% | +1.5% | +47.0% |
| 6M | +57.4% | +107.4% | -50.1% | +39.1% |
| YTD | +63.7% | +54.7% | +9.0% | +47.3% |
| 1Y | +50.1% | +158.9% | -108.7% | +24.3% |
| 3Y | +157.3% | -23.7% | +181.1% | +100.0% |
| 5Y | +161.0% | -54.3% | +215.3% | +108.7% |
| All | +507.4% | -6.0% | +513.4% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling