+308.1%
HUBS vs HALO
+979.6%
-671.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -9.0% | -2.7% | -6.3% | -8.2% |
| 30D | +7.2% | +5.3% | +1.9% | +5.4% |
| 3M | +20.9% | +51.6% | -30.7% | +4.8% |
| 6M | -13.0% | +61.3% | -74.3% | -26.6% |
| YTD | -43.8% | +59.3% | -103.1% | -52.8% |
| 1Y | -54.6% | +38.3% | -92.9% | -60.2% |
| 3Y | -58.5% | +185.9% | -244.3% | -74.1% |
| 5Y | -66.4% | +159.9% | -226.3% | -78.8% |
| All | +308.1% | +979.6% | -671.4% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling