+14.2%
LQD vs HALO
+178.1%
-163.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.4% |
| 6M | -2.1% | +61.3% | -63.4% | -3.6% |
| YTD | -2.4% | +59.3% | -61.6% | -3.8% |
| 1Y | -2.7% | +38.3% | -40.9% | -3.7% |
| 3Y | +14.2% | +185.9% | -171.7% | +8.3% |
| All | +14.2% | +178.1% | -163.9% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling