+91.1%
NDAQ vs HALO
+178.6%
-87.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -1.5% | +4.6% | -6.1% | -1.8% |
| 3M | +8.0% | +50.2% | -42.2% | +4.3% |
| 6M | +7.7% | +57.6% | -49.9% | +3.5% |
| YTD | -2.3% | +59.6% | -61.9% | -6.6% |
| 1Y | +0.6% | +41.2% | -40.6% | -2.7% |
| All | +91.1% | +178.6% | -87.4% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling