+40.6%
ICE vs HALO
+177.6%
-136.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -5.3% | -3.4% | -1.9% | -5.1% |
| 30D | +3.0% | +4.3% | -1.3% | +2.7% |
| 3M | +11.4% | +51.8% | -40.3% | +8.2% |
| 6M | -2.0% | +57.8% | -59.8% | -5.3% |
| YTD | -3.1% | +59.0% | -62.1% | -6.5% |
| 1Y | -8.4% | +41.2% | -49.5% | -10.8% |
| All | +40.6% | +177.6% | -136.9% | +25.8% |
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 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