+358.4%
LIN vs HALO
+928.6%
-570.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | -4.1% | +5.0% | -9.1% | -4.8% |
| 3M | -6.4% | +53.1% | -59.5% | -12.4% |
| 6M | -2.4% | +60.8% | -63.2% | -9.5% |
| YTD | +10.9% | +60.9% | -50.0% | +2.6% |
| 1Y | 0.0% | +42.8% | -42.8% | -6.0% |
| 3Y | +25.8% | +181.3% | -155.4% | +3.3% |
| 5Y | +60.8% | +157.6% | -96.7% | +31.1% |
| 10Y | +358.4% | +910.4% | -552.0% | +207.0% |
| All | +358.4% | +928.6% | -570.2% | +207.0% |
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