-91.5%
HTZ vs HALO
+142.0%
-233.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +7.5% | +4.6% | +2.9% | +6.1% |
| 30D | +47.4% | +31.8% | +15.6% | +36.2% |
| 3M | -54.9% | +53.9% | -108.8% | -60.4% |
| 6M | -47.0% | +57.4% | -104.4% | -53.9% |
| YTD | -55.3% | +63.7% | -119.0% | -61.7% |
| 1Y | -57.6% | +50.1% | -107.8% | -62.8% |
| 3Y | -86.6% | +157.3% | -243.9% | -90.3% |
| 5Y | -86.1% | +161.0% | -247.1% | -90.5% |
| All | -91.5% | +142.0% | -233.5% | -93.6% |
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