+291.3%
IR vs HALO
+693.9%
-402.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -2.8% | +4.6% | -7.4% | -3.9% |
| 30D | -15.1% | +31.8% | -47.0% | -21.0% |
| 3M | +6.1% | +53.9% | -47.8% | -5.0% |
| 6M | -16.8% | +57.4% | -74.2% | -26.1% |
| YTD | -3.5% | +63.7% | -67.3% | -15.2% |
| 1Y | -3.5% | +50.1% | -53.6% | -13.6% |
| 3Y | +9.5% | +157.3% | -147.9% | -18.5% |
| 5Y | +45.1% | +161.0% | -115.9% | +4.4% |
| All | +291.3% | +693.9% | -402.6% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling