+634.9%
HLT vs HALO
+740.1%
-105.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -5.0% | +5.3% | -10.3% | -5.9% |
| 3M | -10.4% | +51.6% | -62.0% | -16.9% |
| 6M | +3.2% | +61.3% | -58.0% | -5.4% |
| YTD | +6.7% | +59.3% | -52.5% | -2.2% |
| 1Y | +10.3% | +38.3% | -28.0% | +3.3% |
| 3Y | +99.3% | +185.9% | -86.5% | +59.4% |
| 5Y | +143.7% | +159.9% | -16.3% | +94.3% |
| 10Y | +584.7% | +965.6% | -380.9% | +315.3% |
| All | +634.9% | +740.1% | -105.2% | +349.3% |
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