+2,263.8%
ICE vs HALO
+5,786.4%
-3,522.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | +5.0% | +5.0% | -0.1% | +4.1% |
| 3M | +13.9% | +53.1% | -39.3% | +6.0% |
| 6M | -4.4% | +60.8% | -65.2% | -11.9% |
| YTD | -1.9% | +60.9% | -62.9% | -9.9% |
| 1Y | -8.1% | +42.8% | -50.9% | -14.1% |
| 3Y | +42.5% | +181.3% | -138.8% | +15.7% |
| 5Y | +40.6% | +157.6% | -116.9% | +13.5% |
| 10Y | +217.1% | +910.4% | -693.2% | +89.8% |
| All | +2,263.8% | +5,786.4% | -3,522.6% | +659.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling