+252.2%
HIG vs HALO
+2,422.4%
-2,170.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.5% | -2.7% | +1.3% | -0.9% |
| 30D | -0.4% | +5.3% | -5.7% | -1.5% |
| 3M | +6.7% | +51.6% | -44.9% | -2.5% |
| 6M | +2.0% | +61.3% | -59.3% | -8.2% |
| YTD | +0.3% | +59.3% | -59.0% | -9.8% |
| 1Y | +4.2% | +38.3% | -34.1% | -3.7% |
| 3Y | +102.2% | +185.9% | -83.6% | +54.7% |
| 5Y | +118.5% | +159.9% | -41.4% | +65.8% |
| 10Y | +311.1% | +965.6% | -654.5% | +110.8% |
| All | +252.2% | +2,422.4% | -2,170.2% | +5.8% |
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