+52.2%
LYB vs HALO
+90.8%
-38.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.1% | -4.6% |
| 7D | -6.2% | +0.2% | -6.5% | -6.2% |
| 30D | +6.3% | +20.3% | -14.0% | +9.0% |
| 3M | +4.1% | +56.6% | -52.5% | +11.2% |
| 6M | -15.5% | +101.9% | -117.3% | -6.7% |
| YTD | +50.2% | +93.7% | -43.4% | +61.9% |
| All | +52.2% | +90.8% | -38.6% | +65.4% |
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