+44.9%
IR vs HALO
+156.0%
-111.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | -3.2% | +5.8% | +3.1% |
| 30D | +9.2% | -14.2% | +23.3% | +11.7% |
| 3M | +0.9% | -0.4% | +1.3% | +0.2% |
| 6M | +19.2% | +43.2% | -23.9% | +9.6% |
| YTD | +7.5% | +49.0% | -41.5% | -2.2% |
| 1Y | +11.7% | +40.8% | -29.1% | +2.7% |
| 3Y | +23.9% | +167.4% | -143.5% | -4.6% |
| All | +44.9% | +156.0% | -111.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling