+563.1%
HPE vs HALO
+979.6%
-416.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -2.7% | +22.1% | +19.9% |
| 30D | +5.6% | +5.3% | +0.3% | +4.6% |
| 3M | +33.1% | +51.6% | -18.5% | +23.1% |
| 6M | +192.5% | +61.3% | +131.2% | +166.4% |
| YTD | +160.9% | +59.3% | +101.6% | +138.0% |
| 1Y | +155.0% | +38.3% | +116.7% | +138.2% |
| 3Y | +289.4% | +185.9% | +103.5% | +207.0% |
| 5Y | +395.7% | +159.9% | +235.7% | +290.5% |
| All | +563.1% | +979.6% | -416.5% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling