+22.2%
LQD vs HALO
+979.6%
-957.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.3% | +5.3% | -6.6% | -1.4% |
| 3M | -3.2% | +51.6% | -54.8% | -4.5% |
| 6M | -2.1% | +61.3% | -63.4% | -3.7% |
| YTD | -2.4% | +59.3% | -61.6% | -3.9% |
| 1Y | -2.7% | +38.3% | -40.9% | -3.8% |
| 3Y | +14.2% | +185.9% | -171.7% | +9.5% |
| 5Y | -5.8% | +159.9% | -165.7% | -9.7% |
| All | +22.2% | +979.6% | -957.4% | +15.9% |
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 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