+227.5%
LOW vs HALO
+979.6%
-752.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.2% |
| 30D | -8.9% | +5.3% | -14.2% | -9.8% |
| 3M | -10.4% | +51.6% | -62.0% | -17.4% |
| 6M | -19.4% | +61.3% | -80.7% | -26.6% |
| YTD | -17.1% | +59.3% | -76.4% | -24.6% |
| 1Y | -26.3% | +38.3% | -64.5% | -31.3% |
| 3Y | -9.9% | +185.9% | -195.8% | -30.0% |
| 5Y | +6.1% | +159.9% | -153.8% | -17.9% |
| All | +227.5% | +979.6% | -752.0% | +95.2% |
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