+248.6%
HD vs HALO
+689.5%
-441.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.5% | -3.2% | +4.8% | +2.1% |
| 30D | +18.0% | -14.2% | +32.2% | +20.7% |
| 3M | +2.8% | -0.4% | +3.2% | +2.5% |
| 6M | +17.0% | +43.2% | -26.2% | +9.6% |
| YTD | +3.5% | +49.0% | -45.5% | -3.9% |
| 1Y | -2.6% | +40.8% | -43.4% | -8.9% |
| 3Y | +30.7% | +167.4% | -136.7% | +6.1% |
| 5Y | +6.2% | +157.4% | -151.1% | -15.0% |
| All | +248.6% | +689.5% | -441.0% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling