+41.5%
HDB vs HALO
+979.6%
-938.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.8% |
| 7D | +0.7% | -2.7% | +3.4% | +1.1% |
| 30D | +1.0% | +5.3% | -4.3% | +0.3% |
| 3M | -2.0% | +51.6% | -53.5% | -7.5% |
| 6M | -18.1% | +61.3% | -79.4% | -23.4% |
| YTD | -36.1% | +59.3% | -95.4% | -40.3% |
| 1Y | -34.0% | +38.3% | -72.3% | -37.3% |
| 3Y | -26.7% | +185.9% | -212.6% | -38.6% |
| 5Y | -33.9% | +159.9% | -193.8% | -44.7% |
| All | +41.5% | +979.6% | -938.1% | +2.5% |
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 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