+116.4%
HPE vs HALO
+92.7%
+23.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -7.0% | -5.5% |
| 7D | -17.0% | +0.2% | -17.2% | -16.9% |
| 30D | -26.7% | +20.3% | -47.1% | -25.4% |
| 3M | -4.1% | +56.6% | -60.8% | -1.0% |
| 6M | +75.4% | +101.9% | -26.4% | +79.3% |
| YTD | +111.0% | +93.7% | +17.4% | +122.4% |
| 1Y | +116.4% | +91.5% | +24.9% | +127.7% |
| All | +116.4% | +92.7% | +23.7% | +127.7% |
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