-25.7%
HDB vs HALO
+60.4%
-86.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.5% |
| 30D | -5.8% | +4.6% | -10.5% | -6.5% |
| 3M | -5.2% | +50.2% | -55.4% | -14.4% |
| 6M | -25.7% | +57.6% | -83.3% | -34.0% |
| All | -25.7% | +60.4% | -86.1% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling