+4,471.3%
NDAQ vs HALO
+2,259.3%
+2,212.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.2% |
| 3M | +11.5% | -0.4% | +11.9% | +11.2% |
| 6M | +21.1% | +43.2% | -22.1% | +14.2% |
| YTD | +12.8% | +49.0% | -36.2% | +5.4% |
| 1Y | +25.7% | +40.8% | -15.1% | +18.3% |
| 3Y | +116.8% | +167.4% | -50.6% | +81.8% |
| 5Y | +67.3% | +157.4% | -90.1% | +38.6% |
| 10Y | +473.3% | +697.1% | -223.7% | +284.9% |
| All | +4,471.3% | +2,259.3% | +2,212.0% | +1,905.4% |
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