+988.6%
LOW vs HALO
+2,426.8%
-1,438.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | -0.6% | -2.1% | +1.4% | -0.3% |
| 30D | -9.3% | +4.6% | -13.9% | -9.9% |
| 3M | -8.1% | +50.2% | -58.3% | -13.2% |
| 6M | -19.8% | +57.6% | -77.4% | -24.8% |
| YTD | -16.4% | +59.6% | -75.9% | -21.9% |
| 1Y | -24.7% | +41.2% | -65.8% | -28.6% |
| 3Y | -8.8% | +178.9% | -187.7% | -23.1% |
| 5Y | +7.8% | +160.1% | -152.3% | -9.5% |
| 10Y | +233.8% | +967.5% | -733.7% | +125.4% |
| All | +988.6% | +2,426.8% | -1,438.2% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling