+1,754.0%
HCA vs HALO
+1,478.8%
+275.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -2.7% | +8.1% | +5.8% |
| 30D | +3.0% | +5.3% | -2.3% | +2.2% |
| 3M | +13.0% | +51.6% | -38.5% | +6.7% |
| 6M | -20.3% | +61.3% | -81.5% | -25.5% |
| YTD | -8.2% | +59.3% | -67.5% | -14.3% |
| 1Y | +6.7% | +38.3% | -31.6% | +1.4% |
| 3Y | +60.4% | +185.9% | -125.5% | +34.8% |
| 5Y | +73.4% | +159.9% | -86.5% | +45.4% |
| 10Y | +506.9% | +965.6% | -458.7% | +314.0% |
| All | +1,754.0% | +1,478.8% | +275.2% | +831.8% |
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