+103.0%
LEN vs HALO
+979.6%
-876.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -4.8% | -2.7% | -2.0% | -4.2% |
| 30D | -6.6% | +5.3% | -11.9% | -7.6% |
| 3M | -15.7% | +51.6% | -67.2% | -22.9% |
| 6M | -16.6% | +61.3% | -77.9% | -24.9% |
| YTD | -21.3% | +59.3% | -80.6% | -29.1% |
| 1Y | -42.0% | +38.3% | -80.3% | -46.4% |
| 3Y | -27.9% | +185.9% | -213.8% | -45.1% |
| 5Y | -10.7% | +159.9% | -170.6% | -32.1% |
| All | +103.0% | +979.6% | -876.5% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling