+447.1%
META vs HALO
+692.7%
-245.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.1% | -18.1% | +21.2% | +7.0% |
| 30D | -18.2% | -8.2% | -10.1% | -17.2% |
| 3M | +7.8% | -1.1% | +8.9% | +7.2% |
| 6M | +3.6% | +41.9% | -38.3% | -5.5% |
| YTD | -5.3% | +49.6% | -54.9% | -15.0% |
| 1Y | +2.7% | +42.5% | -39.8% | -7.0% |
| 3Y | +91.5% | +170.3% | -78.8% | +41.6% |
| 5Y | +84.7% | +158.4% | -73.7% | +34.8% |
| All | +447.1% | +692.7% | -245.6% | +209.2% |
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