+36.3%
HBAN vs HALO
+158.6%
-122.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | -5.6% | +5.3% | -10.9% | -6.4% |
| 3M | -1.1% | +51.6% | -52.7% | -7.9% |
| 6M | +9.9% | +61.3% | -51.4% | +1.2% |
| YTD | -0.9% | +59.3% | -60.2% | -8.8% |
| 1Y | -1.4% | +38.3% | -39.7% | -7.3% |
| 3Y | +78.2% | +185.9% | -107.7% | +39.9% |
| All | +36.3% | +158.6% | -122.3% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling