+109.0%
HST vs HALO
+979.6%
-870.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.3% |
| 30D | -2.5% | +5.3% | -7.8% | -3.4% |
| 3M | -5.1% | +51.6% | -56.7% | -12.4% |
| 6M | +21.6% | +61.3% | -39.6% | +10.8% |
| YTD | +31.6% | +59.3% | -27.7% | +19.9% |
| 1Y | +36.1% | +38.3% | -2.1% | +27.0% |
| 3Y | +66.5% | +185.9% | -119.4% | +30.5% |
| 5Y | +76.6% | +159.9% | -83.4% | +38.4% |
| All | +109.0% | +979.6% | -870.5% | +33.4% |
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 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