-93.9%
HTZ vs HALO
+127.6%
-221.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -15.7% | +7.3% | -3.5% |
| 7D | -14.6% | -20.8% | +6.3% | -7.9% |
| 30D | -20.8% | -6.5% | -14.3% | -18.9% |
| 3M | -18.8% | +20.8% | -39.6% | -22.9% |
| 6M | -74.7% | +56.2% | -130.9% | -77.9% |
| YTD | -68.1% | +54.0% | -122.1% | -72.1% |
| 1Y | -73.5% | +51.5% | -125.0% | -76.7% |
| 3Y | -81.8% | +193.9% | -275.7% | -87.3% |
| 5Y | -95.2% | +154.6% | -249.8% | -96.8% |
| All | -93.9% | +127.6% | -221.5% | -95.3% |
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