+427.9%
LIN vs HALO
+692.7%
-264.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +0.2% | -18.1% | +18.4% | +3.0% |
| 30D | +6.2% | -8.2% | +14.3% | +7.2% |
| 3M | +9.3% | -1.1% | +10.4% | +9.1% |
| 6M | +4.4% | +41.9% | -37.6% | -1.9% |
| YTD | +23.7% | +49.6% | -25.8% | +14.9% |
| 1Y | +23.5% | +42.5% | -19.1% | +15.4% |
| 3Y | +35.8% | +170.3% | -134.5% | +10.9% |
| 5Y | +65.9% | +158.4% | -92.5% | +33.3% |
| All | +427.9% | +692.7% | -264.8% | +259.2% |
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 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