+187.3%
HL vs HALO
+2,422.4%
-2,235.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -2.7% | -1.6% | -3.9% |
| 30D | +9.3% | +5.3% | +4.0% | +8.4% |
| 3M | +32.0% | +51.6% | -19.6% | +22.8% |
| 6M | -6.4% | +61.3% | -67.7% | -13.9% |
| YTD | +3.1% | +59.3% | -56.1% | -5.0% |
| 1Y | +77.6% | +38.3% | +39.3% | +67.0% |
| 3Y | +392.8% | +185.9% | +207.0% | +301.2% |
| 5Y | +234.1% | +159.9% | +74.2% | +172.2% |
| 10Y | +264.5% | +965.6% | -701.1% | +132.6% |
| All | +187.3% | +2,422.4% | -2,235.1% | +32.0% |
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