+12.2%
IOT vs HALO
+47.3%
-35.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.3% | +3.8% |
| 7D | -2.3% | +4.6% | -6.9% | -2.7% |
| 30D | +3.8% | +31.8% | -28.0% | +1.2% |
| 3M | +14.2% | +53.9% | -39.7% | +11.7% |
| 6M | +40.1% | +57.4% | -17.3% | +37.0% |
| YTD | +13.4% | +63.7% | -50.3% | +10.6% |
| 1Y | +12.2% | +50.1% | -38.0% | +13.5% |
| All | +12.2% | +47.3% | -35.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling