+425.7%
META vs HALO
+922.0%
-496.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +5.7% | -20.2% | +25.9% | +10.2% |
| 30D | -10.8% | -6.8% | -4.0% | -10.0% |
| 3M | +8.4% | -0.2% | +8.6% | +7.6% |
| 6M | +5.4% | +60.5% | -55.1% | -6.2% |
| YTD | -2.6% | +52.9% | -55.5% | -12.8% |
| 1Y | +3.5% | +50.8% | -47.3% | -7.2% |
| 3Y | +102.0% | +180.6% | -78.6% | +49.3% |
| 5Y | +93.1% | +166.6% | -73.5% | +41.2% |
| 10Y | +425.7% | +801.2% | -375.6% | +199.5% |
| All | +425.7% | +922.0% | -496.4% | +199.5% |
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