+52.1%
KEY vs HALO
+2,492.7%
-2,440.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.2% | +4.6% | -2.4% | +1.3% |
| 30D | -3.0% | +31.8% | -34.8% | -8.8% |
| 3M | +3.3% | +53.9% | -50.6% | -6.0% |
| 6M | +9.2% | +57.4% | -48.2% | -1.4% |
| YTD | +10.6% | +63.7% | -53.1% | -1.1% |
| 1Y | +20.4% | +50.1% | -29.7% | +9.2% |
| 3Y | +121.8% | +157.3% | -35.5% | +73.9% |
| 5Y | +41.1% | +161.0% | -119.9% | +8.0% |
| 10Y | +168.5% | +1,018.7% | -850.2% | +44.6% |
| All | +52.1% | +2,492.7% | -2,440.6% | -46.6% |
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