+363.0%
NDAQ vs HALO
+979.6%
-616.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -5.6% | -2.7% | -2.8% | -5.2% |
| 30D | -4.4% | +5.3% | -9.7% | -5.0% |
| 3M | +5.9% | +51.6% | -45.7% | -0.3% |
| 6M | +7.7% | +61.3% | -53.5% | +0.5% |
| YTD | -5.2% | +59.3% | -64.4% | -11.7% |
| 1Y | -3.4% | +38.3% | -41.6% | -8.3% |
| 3Y | +85.6% | +185.9% | -100.2% | +54.1% |
| 5Y | +49.5% | +159.9% | -110.5% | +23.7% |
| All | +363.0% | +979.6% | -616.5% | +222.1% |
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 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