-9.3%
LHX vs HALO
+92.7%
-102.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.5% |
| 7D | -0.3% | +0.2% | -0.6% | -0.3% |
| 30D | +9.7% | +20.3% | -10.7% | +9.0% |
| 3M | -8.5% | +56.6% | -65.1% | -10.4% |
| 6M | -15.1% | +101.9% | -117.0% | -18.7% |
| YTD | -10.4% | +93.7% | -104.1% | -15.0% |
| 1Y | -9.3% | +91.5% | -100.8% | -14.2% |
| All | -9.3% | +92.7% | -102.0% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling