-80.4%
LYFT vs HALO
+565.0%
-645.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.4% | -2.7% | -5.7% | -7.5% |
| 30D | -7.6% | +5.3% | -12.9% | -9.3% |
| 3M | +11.7% | +51.6% | -39.8% | -3.6% |
| 6M | +15.1% | +61.3% | -46.2% | -3.2% |
| YTD | -20.9% | +59.3% | -80.2% | -33.5% |
| 1Y | -16.4% | +38.3% | -54.6% | -26.6% |
| 3Y | +35.2% | +185.9% | -150.7% | -19.2% |
| 5Y | -69.4% | +159.9% | -229.3% | -81.7% |
| All | -80.4% | +565.0% | -645.4% | -94.1% |
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