+1,427.3%
IT vs HALO
+2,448.5%
-1,021.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -7.2% |
| 7D | -9.1% | +0.5% | -9.7% | -9.2% |
| 30D | -7.0% | +5.0% | -12.0% | -7.7% |
| 3M | +7.6% | +53.1% | -45.5% | +0.9% |
| 6M | +2.1% | +60.8% | -58.6% | -5.2% |
| YTD | -31.6% | +60.9% | -92.5% | -36.7% |
| 1Y | -29.9% | +42.8% | -72.7% | -34.2% |
| 3Y | -51.3% | +181.3% | -232.5% | -59.6% |
| 5Y | -44.8% | +157.6% | -202.4% | -54.2% |
| 10Y | +91.4% | +910.4% | -819.0% | +24.9% |
| All | +1,427.3% | +2,448.5% | -1,021.1% | +621.1% |
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 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