+35.7%
HST vs HALO
+47.3%
-11.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.0% | +4.6% | -5.6% | -1.3% |
| 30D | -12.3% | +31.8% | -44.1% | -13.6% |
| 3M | -6.4% | +53.9% | -60.3% | -9.5% |
| 6M | +15.0% | +57.4% | -42.4% | +10.4% |
| YTD | +30.5% | +63.7% | -33.2% | +23.9% |
| 1Y | +35.7% | +50.1% | -14.5% | +27.3% |
| All | +35.7% | +47.3% | -11.6% | +27.3% |
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 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