+41.7%
ICE vs HALO
+158.6%
-116.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | +4.0% | +5.3% | -1.3% | +3.4% |
| 3M | +13.7% | +51.6% | -37.9% | +8.6% |
| 6M | +0.9% | +61.3% | -60.3% | -4.4% |
| YTD | -2.1% | +59.3% | -61.4% | -7.4% |
| 1Y | -9.5% | +38.3% | -47.8% | -13.0% |
| 3Y | +42.1% | +185.9% | -143.8% | +20.7% |
| All | +41.7% | +158.6% | -116.9% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling