+448.2%
HUT vs HALO
+431.2%
+17.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +5.4% | -2.7% | +8.1% | +6.5% |
| 30D | +8.6% | +5.3% | +3.3% | +6.3% |
| 3M | -15.2% | +51.6% | -66.8% | -29.8% |
| 6M | +92.9% | +61.3% | +31.6% | +56.1% |
| YTD | +114.6% | +59.3% | +55.3% | +74.5% |
| 1Y | +208.5% | +38.3% | +170.2% | +164.3% |
| 3Y | +821.5% | +185.9% | +635.6% | +424.4% |
| 5Y | +101.8% | +159.9% | -58.1% | +18.9% |
| All | +448.2% | +431.2% | +17.0% | +138.8% |
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