-66.4%
HTZ vs HALO
+92.7%
-159.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.8% | +8.8% |
| 7D | +18.9% | +0.2% | +18.7% | +18.9% |
| 30D | +26.3% | +20.3% | +5.9% | +18.9% |
| 3M | +49.7% | +56.6% | -6.9% | +30.3% |
| 6M | -61.1% | +101.9% | -163.0% | -68.3% |
| YTD | -56.0% | +93.7% | -149.7% | -65.2% |
| 1Y | -66.4% | +91.5% | -158.0% | -73.4% |
| All | -66.4% | +92.7% | -159.1% | -73.4% |
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