-3.3%
LVS vs HALO
+979.6%
-982.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -2.9% |
| 30D | -6.2% | +5.3% | -11.6% | -7.3% |
| 3M | -14.8% | +51.6% | -66.4% | -22.5% |
| 6M | -20.9% | +61.3% | -82.1% | -29.1% |
| YTD | -33.0% | +59.3% | -92.3% | -40.1% |
| 1Y | -20.0% | +38.3% | -58.3% | -26.3% |
| 3Y | -6.9% | +185.9% | -192.8% | -30.3% |
| 5Y | +9.1% | +159.9% | -150.9% | -18.7% |
| All | -3.3% | +979.6% | -982.9% | -43.9% |
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