-9.0%
HUM vs HALO
+178.1%
-187.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.1% | -2.7% | +4.8% | +2.6% |
| 30D | +5.4% | +5.3% | +0.1% | +4.4% |
| 3M | +11.4% | +51.6% | -40.1% | +3.0% |
| 6M | +141.5% | +61.3% | +80.3% | +120.6% |
| YTD | +61.2% | +59.3% | +1.9% | +46.8% |
| 1Y | +49.2% | +38.3% | +10.9% | +39.2% |
| 3Y | -9.0% | +185.9% | -194.9% | -28.3% |
| All | -9.0% | +178.1% | -187.1% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling