+47.2%
KEY vs HALO
+2,259.3%
-2,212.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.9% | -3.2% | +6.2% | +3.6% |
| 30D | +8.4% | -14.2% | +22.6% | +11.4% |
| 3M | -5.8% | -0.4% | -5.4% | -6.3% |
| 6M | +5.4% | +43.2% | -37.7% | -3.3% |
| YTD | +7.1% | +49.0% | -41.9% | -2.9% |
| 1Y | +26.8% | +40.8% | -14.0% | +16.1% |
| 3Y | +128.7% | +167.4% | -38.7% | +77.3% |
| 5Y | +13.6% | +157.4% | -143.7% | -13.1% |
| 10Y | +99.7% | +697.1% | -597.4% | +15.1% |
| All | +47.2% | +2,259.3% | -2,212.1% | -47.6% |
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