+36.1%
HST vs HALO
+41.1%
-4.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.0% |
| 30D | -2.5% | +5.3% | -7.8% | -2.7% |
| 3M | -5.1% | +51.6% | -56.7% | -8.4% |
| 6M | +21.6% | +61.3% | -39.6% | +16.2% |
| YTD | +31.6% | +59.3% | -27.7% | +24.8% |
| 1Y | +36.1% | +38.3% | -2.1% | +28.4% |
| All | +36.1% | +41.1% | -4.9% | +28.4% |
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 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