+1,511.3%
META vs HALO
+1,272.6%
+238.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.7% | +16.6% | +3.1% |
| 7D | -0.8% | -20.8% | +20.1% | +2.4% |
| 30D | -15.4% | -6.5% | -8.9% | -14.9% |
| 3M | +3.5% | +20.8% | -17.3% | -0.1% |
| 6M | -0.3% | +56.2% | -56.5% | -7.7% |
| YTD | -7.3% | +54.0% | -61.3% | -14.3% |
| 1Y | -1.1% | +51.5% | -52.6% | -8.4% |
| 3Y | +95.1% | +193.9% | -98.8% | +58.8% |
| 5Y | +80.6% | +154.6% | -74.0% | +48.6% |
| 10Y | +410.1% | +1,124.9% | -714.8% | +236.3% |
| All | +1,511.3% | +1,272.6% | +238.7% | +891.8% |
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