+66.2%
NDAQ vs HALO
+156.0%
-89.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.3% | -3.2% | +4.5% | +1.7% |
| 30D | +18.0% | -14.2% | +32.1% | +19.9% |
| 3M | +11.5% | -0.4% | +11.9% | +11.2% |
| 6M | +21.1% | +43.2% | -22.1% | +14.8% |
| YTD | +12.8% | +49.0% | -36.2% | +5.9% |
| 1Y | +25.7% | +40.8% | -15.1% | +18.9% |
| 3Y | +116.8% | +167.4% | -50.6% | +79.1% |
| All | +66.2% | +156.0% | -89.8% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling