+6.7%
HCA vs HALO
+41.1%
-34.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -2.7% | +8.1% | +5.7% |
| 30D | +3.0% | +5.3% | -2.3% | +2.4% |
| 3M | +13.0% | +51.6% | -38.5% | +8.3% |
| 6M | -20.3% | +61.3% | -81.5% | -23.8% |
| YTD | -8.2% | +59.3% | -67.5% | -13.3% |
| 1Y | +6.7% | +38.3% | -31.6% | +1.3% |
| All | +6.7% | +41.1% | -34.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling