+286.7%
HST vs HALO
+2,417.6%
-2,131.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +0.7% | -3.4% | +4.1% | +1.4% |
| 30D | -0.7% | +4.3% | -4.9% | -1.6% |
| 3M | -4.0% | +51.8% | -55.8% | -12.5% |
| 6M | +20.7% | +57.8% | -37.1% | +8.9% |
| YTD | +31.0% | +59.0% | -27.9% | +17.7% |
| 1Y | +36.2% | +41.2% | -4.9% | +25.1% |
| 3Y | +66.6% | +177.8% | -111.2% | +28.0% |
| 5Y | +75.8% | +159.5% | -83.7% | +34.1% |
| 10Y | +108.0% | +963.6% | -855.6% | +8.4% |
| All | +286.7% | +2,417.6% | -2,131.0% | +27.4% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling