+232.7%
LITE vs HALO
+92.7%
+140.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.2% | -8.1% |
| 7D | -31.4% | +0.2% | -31.7% | -31.4% |
| 30D | -42.6% | +20.3% | -62.9% | -44.4% |
| 3M | -26.2% | +56.6% | -82.8% | -34.5% |
| 6M | -35.8% | +101.9% | -137.7% | -50.7% |
| YTD | +70.0% | +93.7% | -23.6% | +31.3% |
| 1Y | +232.7% | +91.5% | +141.2% | +171.7% |
| All | +232.7% | +92.7% | +140.0% | +171.7% |
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