+1,703.2%
HDB vs HALO
+2,448.5%
-745.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -2.0% | +0.5% | -2.6% | -2.1% |
| 30D | -4.9% | +5.0% | -9.9% | -5.7% |
| 3M | -2.3% | +53.1% | -55.4% | -9.1% |
| 6M | -23.7% | +60.8% | -84.5% | -29.7% |
| YTD | -38.5% | +60.9% | -99.4% | -43.5% |
| 1Y | -36.5% | +42.8% | -79.3% | -40.6% |
| 3Y | -28.5% | +181.3% | -209.7% | -41.9% |
| 5Y | -37.4% | +157.6% | -194.9% | -49.3% |
| 10Y | +34.0% | +910.4% | -876.3% | -19.4% |
| All | +1,703.2% | +2,448.5% | -745.3% | +604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling