+716.0%
HAS vs HALO
+2,492.7%
-1,776.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -1.8% | +4.6% | -6.4% | -2.3% |
| 30D | +2.3% | +31.8% | -29.6% | -0.8% |
| 3M | +10.4% | +53.9% | -43.5% | +5.3% |
| 6M | -3.2% | +57.4% | -60.6% | -8.0% |
| YTD | +15.4% | +63.7% | -48.3% | +9.1% |
| 1Y | +18.8% | +50.1% | -31.3% | +13.2% |
| 3Y | +43.9% | +157.3% | -113.4% | +27.6% |
| 5Y | +13.9% | +161.0% | -147.1% | -0.2% |
| 10Y | +56.4% | +1,018.7% | -962.3% | +15.7% |
| All | +716.0% | +2,492.7% | -1,776.8% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling