+521.0%
LITE vs HALO
+47.3%
+473.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | +4.6% | -6.1% | -2.8% |
| 30D | +6.7% | +31.8% | -25.2% | -3.2% |
| 3M | -6.8% | +53.9% | -60.7% | -21.7% |
| 6M | +29.4% | +57.4% | -27.9% | +7.4% |
| YTD | +139.1% | +63.7% | +75.4% | +88.7% |
| 1Y | +521.0% | +50.1% | +470.9% | +437.8% |
| All | +521.0% | +47.3% | +473.7% | +437.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling