+24.4%
LYB vs HALO
+47.3%
-22.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.0% |
| 7D | -0.2% | +4.6% | -4.8% | +0.2% |
| 30D | +8.7% | +31.8% | -23.1% | +12.2% |
| 3M | -3.0% | +53.9% | -56.9% | +1.6% |
| 6M | +4.7% | +57.4% | -52.6% | +11.8% |
| YTD | +51.6% | +63.7% | -12.1% | +57.7% |
| 1Y | +24.4% | +50.1% | -25.8% | +26.8% |
| All | +24.4% | +47.3% | -22.9% | +26.8% |
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