+1,527.5%
META vs HALO
+1,359.5%
+168.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +4.6% | +2.1% | +6.0% |
| 30D | +4.8% | +31.8% | -27.1% | +0.2% |
| 3M | -1.6% | +53.9% | -55.5% | -8.2% |
| 6M | -7.5% | +57.4% | -64.8% | -14.0% |
| YTD | -6.4% | +63.7% | -70.1% | -13.8% |
| 1Y | -17.3% | +50.1% | -67.5% | -23.0% |
| 3Y | +109.9% | +157.3% | -47.4% | +75.0% |
| 5Y | +65.4% | +161.0% | -95.6% | +36.0% |
| 10Y | +391.8% | +1,018.7% | -626.9% | +227.2% |
| All | +1,527.5% | +1,359.5% | +168.0% | +897.1% |
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 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