-33.3%
LULU vs HALO
+80.0%
-113.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | +0.8% |
| 7D | +1.8% | -6.3% | +8.0% | +2.9% |
| 30D | +19.4% | +12.1% | +7.3% | +17.1% |
| 3M | -9.5% | +47.1% | -56.6% | -15.2% |
| 6M | -14.2% | +86.7% | -100.8% | -22.9% |
| YTD | -46.2% | +82.7% | -128.9% | -51.9% |
| 1Y | -33.3% | +80.0% | -113.3% | -40.8% |
| All | -33.3% | +80.0% | -113.3% | -40.8% |
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