+1,533.3%
LITE vs HALO
+922.0%
+611.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.9% |
| 7D | -12.9% | -20.2% | +7.3% | -7.5% |
| 30D | -46.0% | -6.8% | -39.2% | -45.2% |
| 3M | -33.0% | -0.2% | -32.8% | -33.7% |
| 6M | -34.0% | +60.5% | -94.6% | -44.1% |
| YTD | +61.7% | +52.9% | +8.8% | +39.2% |
| 1Y | +148.3% | +50.8% | +97.5% | +114.7% |
| 3Y | +1,408.5% | +180.6% | +1,227.9% | +935.3% |
| 5Y | +546.2% | +166.6% | +379.6% | +331.3% |
| 10Y | +1,533.3% | +801.2% | +732.1% | +625.2% |
| All | +1,533.3% | +922.0% | +611.3% | +625.2% |
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