+58.0%
HAS vs HALO
+977.5%
-919.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.5% |
| 30D | -6.4% | +4.3% | -10.7% | -7.1% |
| 3M | +10.4% | +51.8% | -41.4% | +2.6% |
| 6M | -3.7% | +57.8% | -61.5% | -11.2% |
| YTD | +12.5% | +59.0% | -46.5% | +3.4% |
| 1Y | +19.8% | +41.2% | -21.3% | +12.2% |
| 3Y | +46.0% | +177.8% | -131.9% | +18.3% |
| 5Y | +12.5% | +159.5% | -147.0% | -9.5% |
| All | +58.0% | +977.5% | -919.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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