+46.3%
LYB vs HALO
+979.6%
-933.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +2.5% | +5.3% | -2.9% | +1.5% |
| 3M | +1.4% | +51.6% | -50.2% | -6.2% |
| 6M | -3.5% | +61.3% | -64.7% | -12.2% |
| YTD | +52.0% | +59.3% | -7.3% | +38.3% |
| 1Y | +22.1% | +38.3% | -16.2% | +13.9% |
| 3Y | -22.8% | +185.9% | -208.6% | -39.6% |
| 5Y | -3.4% | +159.9% | -163.3% | -25.0% |
| All | +46.3% | +979.6% | -933.3% | -12.5% |
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