+25.0%
HL vs HALO
+92.7%
-67.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.3% | +11.8% | +12.8% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -12.1% | +20.3% | -32.5% | -16.4% |
| 3M | -2.8% | +56.6% | -59.4% | -14.1% |
| 6M | -14.9% | +101.9% | -116.8% | -30.5% |
| YTD | -22.0% | +93.7% | -115.7% | -34.6% |
| 1Y | +25.0% | +91.5% | -66.5% | +6.8% |
| All | +25.0% | +92.7% | -67.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling