+874.5%
HALO vs URA
+361.2%
+513.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | +4.3% | -0.4% | +4.6% | +4.2% |
| 3M | +51.8% | +6.3% | +45.5% | +49.1% |
| 6M | +57.8% | -14.0% | +71.8% | +60.8% |
| YTD | +59.0% | +5.3% | +53.7% | +53.5% |
| 1Y | +41.2% | +11.7% | +29.5% | +32.3% |
| 3Y | +177.8% | +109.8% | +68.0% | +112.2% |
| 5Y | +159.5% | +108.0% | +51.5% | +88.8% |
| All | +874.5% | +361.2% | +513.3% | +385.9% |
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