+555.0%
LITE vs HALO
+45.2%
+509.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.5% |
| 7D | +12.6% | +0.5% | +12.1% | +12.3% |
| 30D | +9.9% | +5.0% | +4.9% | +7.9% |
| 3M | +9.3% | +53.1% | -43.8% | -8.2% |
| 6M | +75.2% | +60.8% | +14.5% | +42.0% |
| YTD | +165.5% | +60.9% | +104.5% | +111.1% |
| 1Y | +555.0% | +42.8% | +512.2% | +484.6% |
| All | +555.0% | +45.2% | +509.8% | +484.6% |
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 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