+3,891.8%
NDAQ vs HALO
+2,448.5%
+1,443.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +0.5% | +5.0% | -4.6% | -0.3% |
| 3M | +9.9% | +53.1% | -43.2% | +3.1% |
| 6M | +8.2% | +60.8% | -52.6% | +0.6% |
| YTD | -1.5% | +60.9% | -62.4% | -8.6% |
| 1Y | +1.3% | +42.8% | -41.5% | -4.6% |
| 3Y | +92.6% | +181.3% | -88.7% | +60.5% |
| 5Y | +53.8% | +157.6% | -103.8% | +27.8% |
| 10Y | +376.0% | +910.4% | -534.4% | +208.2% |
| All | +3,891.8% | +2,448.5% | +1,443.3% | +1,638.4% |
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