-75.1%
LULU vs HALO
+178.1%
-253.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -18.1% | +5.3% | -23.4% | -18.8% |
| 3M | -18.8% | +51.6% | -70.3% | -23.9% |
| 6M | -39.2% | +61.3% | -100.5% | -43.6% |
| YTD | -52.4% | +59.3% | -111.7% | -55.9% |
| 1Y | -40.3% | +38.3% | -78.6% | -43.7% |
| 3Y | -75.1% | +185.9% | -261.0% | -79.7% |
| All | -75.1% | +178.1% | -253.2% | -79.7% |
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 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