+122.4%
HST vs HALO
+689.5%
-567.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.6% | -3.2% | +6.8% | +4.2% |
| 30D | +11.2% | -14.2% | +25.4% | +14.0% |
| 3M | +13.1% | -0.4% | +13.5% | +12.7% |
| 6M | +23.9% | +43.2% | -19.3% | +14.9% |
| YTD | +52.3% | +49.0% | +3.3% | +39.5% |
| 1Y | +56.7% | +40.8% | +15.8% | +44.9% |
| 3Y | +87.5% | +167.4% | -79.9% | +47.7% |
| 5Y | +82.8% | +157.4% | -74.6% | +42.2% |
| All | +122.4% | +689.5% | -567.1% | +47.6% |
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