+28.4%
LIN vs HALO
+169.1%
-140.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | +4.6% | -6.7% | -2.5% |
| 30D | -2.4% | +31.8% | -34.2% | -4.7% |
| 3M | -5.6% | +53.9% | -59.5% | -9.0% |
| 6M | -3.4% | +57.4% | -60.8% | -7.2% |
| YTD | +13.1% | +63.7% | -50.6% | +8.0% |
| 1Y | +2.5% | +50.1% | -47.7% | -1.5% |
| All | +28.4% | +169.1% | -140.8% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling