+22.6%
IP vs HALO
+967.7%
-945.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -5.3% | +4.6% | -9.9% | -6.0% |
| 30D | -10.9% | +31.8% | -42.7% | -15.1% |
| 3M | +11.2% | +53.9% | -42.7% | +3.2% |
| 6M | -10.2% | +57.4% | -67.6% | -17.0% |
| YTD | -2.0% | +63.7% | -65.7% | -10.2% |
| 1Y | -19.1% | +50.1% | -69.2% | -25.0% |
| 3Y | +20.9% | +157.3% | -136.5% | -0.6% |
| 5Y | -17.8% | +161.0% | -178.8% | -34.0% |
| All | +22.6% | +967.7% | -945.1% | -24.6% |
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 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