-26.7%
HDB vs HALO
+178.1%
-204.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.9% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | +1.0% | +5.3% | -4.3% | +0.6% |
| 3M | -2.0% | +51.6% | -53.5% | -5.5% |
| 6M | -18.1% | +61.3% | -79.4% | -21.5% |
| YTD | -36.1% | +59.3% | -95.4% | -38.8% |
| 1Y | -34.0% | +38.3% | -72.3% | -36.2% |
| 3Y | -26.7% | +185.9% | -212.6% | -33.1% |
| All | -26.7% | +178.1% | -204.8% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling