-22.8%
LYB vs HALO
+178.1%
-200.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | +2.5% | +5.3% | -2.9% | +2.1% |
| 3M | +1.4% | +51.6% | -50.2% | -1.8% |
| 6M | -3.5% | +61.3% | -64.7% | -7.2% |
| YTD | +52.0% | +59.3% | -7.3% | +46.1% |
| 1Y | +22.1% | +38.3% | -16.2% | +19.1% |
| 3Y | -22.8% | +185.9% | -208.6% | -31.8% |
| All | -22.8% | +178.1% | -200.8% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling