-94.5%
HTZ vs HALO
+203.5%
-298.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.7% | -15.1% | -19.0% |
| 7D | -7.7% | -6.3% | -1.5% | -5.4% |
| 30D | -13.1% | +12.1% | -25.2% | -15.9% |
| 3M | +14.7% | +47.1% | -32.4% | +2.4% |
| 6M | -70.6% | +86.7% | -157.3% | -75.9% |
| YTD | -65.2% | +82.7% | -147.9% | -71.3% |
| 1Y | -73.2% | +80.0% | -153.2% | -77.8% |
| 3Y | -80.8% | +245.6% | -326.4% | -87.6% |
| All | -94.5% | +203.5% | -298.0% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling