+9.1%
IR vs HALO
+92.7%
-83.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | +11.6% | +0.2% | +11.3% | +11.5% |
| 30D | +7.2% | +20.3% | -13.2% | +4.8% |
| 3M | -5.9% | +56.6% | -62.5% | -12.3% |
| 6M | +11.5% | +101.9% | -90.4% | -3.6% |
| YTD | +6.3% | +93.7% | -87.3% | -5.3% |
| 1Y | +9.1% | +91.5% | -82.4% | -2.5% |
| All | +9.1% | +92.7% | -83.6% | -2.5% |
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