+1,468.2%
LYV vs HALO
+5,922.5%
-4,454.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.3% |
| 30D | -8.2% | +5.3% | -13.5% | -9.3% |
| 3M | -1.3% | +51.6% | -52.8% | -10.7% |
| 6M | +2.6% | +61.3% | -58.6% | -8.8% |
| YTD | +19.4% | +59.3% | -39.9% | +6.0% |
| 1Y | -2.2% | +38.3% | -40.5% | -10.8% |
| 3Y | +106.0% | +185.9% | -79.8% | +52.0% |
| 5Y | +97.7% | +159.9% | -62.3% | +46.2% |
| 10Y | +560.5% | +965.6% | -405.1% | +227.0% |
| All | +1,468.2% | +5,922.5% | -4,454.3% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling