-34.4%
HDB vs HALO
+47.3%
-81.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.4% | +4.6% | -4.2% | 0.0% |
| 30D | -2.8% | +31.8% | -34.6% | -5.7% |
| 3M | -3.5% | +53.9% | -57.4% | -8.3% |
| 6M | -24.7% | +57.4% | -82.1% | -29.3% |
| YTD | -36.6% | +63.7% | -100.3% | -40.3% |
| 1Y | -34.4% | +50.1% | -84.5% | -38.5% |
| All | -34.4% | +47.3% | -81.6% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling