+55.4%
IOT vs HALO
+208.9%
-153.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.5% | -2.7% | -1.8% | -3.7% |
| 30D | -2.4% | +5.3% | -7.8% | -4.1% |
| 3M | +19.0% | +51.6% | -32.6% | +3.8% |
| 6M | +19.6% | +61.3% | -41.6% | +1.7% |
| YTD | +8.3% | +59.3% | -51.0% | -8.4% |
| 1Y | -0.8% | +38.3% | -39.1% | -12.2% |
| 3Y | +24.4% | +185.9% | -161.5% | -28.7% |
| All | +55.4% | +208.9% | -153.5% | -26.6% |
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