-18.2%
META vs HALO
+45.2%
-63.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | +3.6% | +5.0% | -1.4% | +3.6% |
| 3M | +4.9% | +53.1% | -48.2% | +2.9% |
| 6M | -4.7% | +60.8% | -65.5% | -7.7% |
| YTD | -6.9% | +60.9% | -67.8% | -10.0% |
| 1Y | -18.2% | +42.8% | -61.0% | -22.1% |
| All | -18.2% | +45.2% | -63.4% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling