+203.4%
HD vs HALO
+977.5%
-774.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -3.9% | -3.4% | -0.5% | -3.4% |
| 30D | -13.1% | +4.3% | -17.4% | -13.7% |
| 3M | -3.4% | +51.8% | -55.2% | -9.9% |
| 6M | -12.6% | +57.8% | -70.3% | -19.0% |
| YTD | -9.2% | +59.0% | -68.2% | -16.2% |
| 1Y | -23.9% | +41.2% | -65.1% | -28.6% |
| 3Y | +0.4% | +177.8% | -177.4% | -18.3% |
| 5Y | +4.5% | +159.5% | -154.9% | -15.6% |
| All | +203.4% | +977.5% | -774.2% | +98.2% |
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