-4.6%
HD vs HALO
+92.7%
-97.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +6.3% |
| 7D | +11.9% | +0.2% | +11.7% | +11.9% |
| 30D | +26.4% | +20.3% | +6.1% | +23.2% |
| 3M | +2.8% | +56.6% | -53.8% | -3.1% |
| 6M | +15.5% | +101.9% | -86.4% | +5.3% |
| YTD | +5.5% | +93.7% | -88.1% | -3.7% |
| 1Y | -4.6% | +91.5% | -96.1% | -13.2% |
| All | -4.6% | +92.7% | -97.3% | -13.2% |
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 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