+330.7%
IYR vs HALO
+2,426.8%
-2,096.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | -2.4% | +4.6% | -7.0% | -3.1% |
| 3M | -2.0% | +50.2% | -52.3% | -8.2% |
| 6M | +2.5% | +57.6% | -55.1% | -4.9% |
| YTD | +8.3% | +59.6% | -51.3% | +0.1% |
| 1Y | +6.5% | +41.2% | -34.7% | +0.1% |
| 3Y | +29.3% | +178.9% | -149.5% | +6.7% |
| 5Y | +5.7% | +160.1% | -154.4% | -13.4% |
| 10Y | +69.2% | +967.5% | -898.3% | +4.9% |
| All | +330.7% | +2,426.8% | -2,096.1% | +78.8% |
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 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