+1,433.9%
HD vs HALO
+2,492.7%
-1,058.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | -2.1% | +4.6% | -6.6% | -2.6% |
| 30D | -8.4% | +31.8% | -40.2% | -11.6% |
| 3M | +4.3% | +53.9% | -49.6% | -1.2% |
| 6M | -11.1% | +57.4% | -68.5% | -16.1% |
| YTD | -4.7% | +63.7% | -68.4% | -10.6% |
| 1Y | -19.8% | +50.1% | -69.9% | -24.1% |
| 3Y | +4.1% | +157.3% | -153.2% | -9.7% |
| 5Y | +10.3% | +161.0% | -150.7% | -5.7% |
| 10Y | +203.2% | +1,018.7% | -815.5% | +111.0% |
| All | +1,433.9% | +2,492.7% | -1,058.8% | +749.8% |
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