+146.1%
LITE vs HALO
+43.0%
+103.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | +22.6% | -18.1% | +40.7% | +26.6% |
| 30D | -36.8% | -8.2% | -28.6% | -35.5% |
| 3M | -33.0% | -1.1% | -31.9% | -33.4% |
| 6M | -37.1% | +41.9% | -79.0% | -45.8% |
| YTD | +69.5% | +49.6% | +19.9% | +34.5% |
| 1Y | +146.1% | +42.5% | +103.6% | +116.9% |
| All | +146.1% | +43.0% | +103.1% | +116.9% |
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