+274.5%
IR vs HALO
+670.9%
-396.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.1% | -3.4% | +0.3% | -2.3% |
| 30D | -14.0% | +4.3% | -18.3% | -14.9% |
| 3M | +3.7% | +51.8% | -48.0% | -6.8% |
| 6M | -15.4% | +57.8% | -73.2% | -24.9% |
| YTD | -7.7% | +59.0% | -66.7% | -18.3% |
| 1Y | -8.8% | +41.2% | -50.0% | -17.2% |
| 3Y | +5.6% | +177.8% | -172.3% | -23.1% |
| 5Y | +34.3% | +159.5% | -125.1% | -3.2% |
| All | +274.5% | +670.9% | -396.4% | +91.3% |
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