+26.8%
IP vs HALO
+922.0%
-895.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -3.0% | -20.2% | +17.2% | +0.4% |
| 30D | +10.6% | -6.8% | +17.4% | +11.6% |
| 3M | -13.6% | -0.2% | -13.4% | -13.9% |
| 6M | +10.4% | +60.5% | -50.1% | +1.1% |
| YTD | -6.5% | +52.9% | -59.4% | -13.8% |
| 1Y | -2.1% | +50.8% | -52.9% | -9.7% |
| 3Y | +22.0% | +180.6% | -158.6% | -1.9% |
| 5Y | -9.7% | +166.6% | -176.3% | -28.4% |
| 10Y | +26.8% | +801.2% | -774.4% | -20.8% |
| All | +26.8% | +922.0% | -895.2% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling