-38.1%
HDB vs HALO
+157.2%
-195.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -6.2% | -3.4% | -2.8% | -5.7% |
| 30D | -6.2% | +4.3% | -10.5% | -6.8% |
| 3M | -5.9% | +51.8% | -57.6% | -11.6% |
| 6M | -25.9% | +57.8% | -83.7% | -30.9% |
| YTD | -40.2% | +59.0% | -99.2% | -44.5% |
| 1Y | -38.0% | +41.2% | -79.2% | -41.5% |
| 3Y | -30.5% | +177.8% | -208.3% | -43.6% |
| 5Y | -38.1% | +159.5% | -197.6% | -50.2% |
| All | -38.1% | +157.2% | -195.3% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling