+1,565.9%
HD vs HALO
+2,259.3%
-693.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.5% | -3.2% | +4.8% | +1.9% |
| 30D | +18.0% | -14.2% | +32.2% | +20.0% |
| 3M | +2.8% | -0.4% | +3.2% | +2.6% |
| 6M | +17.0% | +43.2% | -26.2% | +11.5% |
| YTD | +3.5% | +49.0% | -45.5% | -2.0% |
| 1Y | -2.6% | +40.8% | -43.4% | -7.3% |
| 3Y | +30.7% | +167.4% | -136.7% | +12.9% |
| 5Y | +6.2% | +157.4% | -151.1% | -9.1% |
| 10Y | +242.7% | +697.1% | -454.4% | +148.4% |
| All | +1,565.9% | +2,259.3% | -693.4% | +831.6% |
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