-12.3%
LUV vs HALO
+158.6%
-170.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.0% | -2.7% | +1.8% | -0.4% |
| 30D | -12.4% | +5.3% | -17.7% | -13.4% |
| 3M | -11.0% | +51.6% | -62.5% | -19.4% |
| 6M | -5.0% | +61.3% | -66.2% | -15.2% |
| YTD | -3.8% | +59.3% | -63.1% | -14.0% |
| 1Y | +25.9% | +38.3% | -12.4% | +15.8% |
| 3Y | +42.2% | +185.9% | -143.6% | +7.3% |
| All | -12.3% | +158.6% | -170.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling