+284.9%
HST vs HALO
+2,426.8%
-2,141.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | -2.8% | +4.6% | -7.4% | -3.7% |
| 3M | -6.5% | +50.2% | -56.7% | -14.6% |
| 6M | +20.7% | +57.6% | -36.9% | +8.9% |
| YTD | +30.5% | +59.6% | -29.1% | +17.1% |
| 1Y | +36.8% | +41.2% | -4.4% | +25.6% |
| 3Y | +65.9% | +178.9% | -113.0% | +27.3% |
| 5Y | +73.9% | +160.1% | -86.2% | +32.6% |
| 10Y | +107.0% | +967.5% | -860.5% | +7.8% |
| All | +284.9% | +2,426.8% | -2,141.9% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling