+222.0%
LHX vs HALO
+979.6%
-757.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -2.7% | -1.5% | -3.9% |
| 30D | -15.1% | +5.3% | -20.5% | -15.7% |
| 3M | -21.0% | +51.6% | -72.5% | -25.2% |
| 6M | -32.0% | +61.3% | -93.2% | -36.2% |
| YTD | -15.3% | +59.3% | -74.6% | -20.6% |
| 1Y | -11.1% | +38.3% | -49.3% | -15.2% |
| 3Y | +54.0% | +185.9% | -131.9% | +30.6% |
| 5Y | +17.1% | +159.9% | -142.8% | -1.3% |
| All | +222.0% | +979.6% | -757.5% | +119.5% |
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