+625.0%
HALO vs URA
+266.3%
+358.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.2% | -1.5% | -1.7% | -3.0% |
| 30D | -14.2% | -10.4% | -3.8% | -12.4% |
| 3M | -0.4% | -29.6% | +29.2% | +6.6% |
| 6M | +43.2% | -40.3% | +83.5% | +57.7% |
| YTD | +49.0% | -25.5% | +74.5% | +54.0% |
| 1Y | +40.8% | -26.4% | +67.3% | +45.4% |
| 3Y | +167.4% | +31.4% | +135.9% | +126.7% |
| 5Y | +157.4% | +28.6% | +128.8% | +111.1% |
| All | +625.0% | +266.3% | +358.8% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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