+228.7%
HL vs HALO
+158.6%
+70.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -2.7% | -1.6% | -3.7% |
| 30D | +9.3% | +5.3% | +4.0% | +8.0% |
| 3M | +32.0% | +51.6% | -19.6% | +19.2% |
| 6M | -6.4% | +61.3% | -67.7% | -16.8% |
| YTD | +3.1% | +59.3% | -56.1% | -8.3% |
| 1Y | +77.6% | +38.3% | +39.3% | +62.8% |
| 3Y | +392.8% | +185.9% | +207.0% | +254.9% |
| All | +228.7% | +158.6% | +70.0% | +126.2% |
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