-74.3%
HTZ vs HALO
+49.6%
-123.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.3% | +10.6% | +9.8% |
| 7D | -27.4% | -22.0% | -5.4% | -19.8% |
| 30D | -11.4% | -8.5% | -2.9% | -6.9% |
| 3M | -33.1% | -0.9% | -32.1% | -31.5% |
| 6M | -73.5% | +53.1% | -126.6% | -75.7% |
| YTD | -68.1% | +51.1% | -119.2% | -72.0% |
| 1Y | -74.3% | +45.0% | -119.3% | -77.4% |
| All | -74.3% | +49.6% | -123.9% | -77.4% |
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