+6.2%
HD vs HALO
+156.4%
-150.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | -10.8% | +4.6% | -15.5% | -11.4% |
| 3M | -2.7% | +50.2% | -52.9% | -8.2% |
| 6M | -10.3% | +57.6% | -67.9% | -16.0% |
| YTD | -7.8% | +59.6% | -67.4% | -14.1% |
| 1Y | -23.1% | +41.2% | -64.3% | -27.3% |
| 3Y | +2.0% | +178.9% | -176.9% | -15.8% |
| 5Y | +6.2% | +160.1% | -153.9% | -13.5% |
| All | +6.2% | +156.4% | -150.1% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling