-93.4%
HTZ vs HALO
+170.1%
-263.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.7% | -15.1% | -19.1% |
| 7D | -7.7% | -6.3% | -1.5% | -5.5% |
| 30D | -13.1% | +12.1% | -25.2% | -15.8% |
| 3M | +14.7% | +47.1% | -32.4% | +2.9% |
| 6M | -70.6% | +86.7% | -157.3% | -75.7% |
| YTD | -65.2% | +82.7% | -147.9% | -71.1% |
| 1Y | -73.2% | +80.0% | -153.2% | -77.7% |
| 3Y | -80.8% | +245.6% | -326.4% | -87.2% |
| 5Y | -94.8% | +202.0% | -296.8% | -96.7% |
| All | -93.4% | +170.1% | -263.4% | -95.1% |
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