+417.3%
LIN vs HALO
+922.0%
-504.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | -20.2% | +20.3% | +3.2% |
| 30D | +7.6% | -6.8% | +14.4% | +8.3% |
| 3M | +6.5% | -0.2% | +6.7% | +6.2% |
| 6M | +6.2% | +60.5% | -54.3% | -1.9% |
| YTD | +23.2% | +52.9% | -29.7% | +14.2% |
| 1Y | +25.4% | +50.8% | -25.4% | +16.3% |
| 3Y | +38.3% | +180.6% | -142.3% | +12.6% |
| 5Y | +64.4% | +166.6% | -102.1% | +31.9% |
| 10Y | +417.3% | +801.2% | -383.9% | +251.0% |
| All | +417.3% | +922.0% | -504.7% | +251.0% |
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