-41.9%
IT vs HALO
+158.6%
-200.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | -3.7% | -2.7% | -1.0% | -3.2% |
| 30D | +0.1% | +5.3% | -5.2% | -0.9% |
| 3M | +20.7% | +51.6% | -30.9% | +11.5% |
| 6M | +12.0% | +61.3% | -49.3% | +2.0% |
| YTD | -28.8% | +59.3% | -88.1% | -35.4% |
| 1Y | -25.5% | +38.3% | -63.8% | -30.7% |
| 3Y | -48.8% | +185.9% | -234.6% | -61.8% |
| All | -41.9% | +158.6% | -200.6% | -59.1% |
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