+50.7%
O vs HALO
+979.6%
-928.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | -2.7% | -0.1% | -2.6% |
| 30D | -4.5% | +5.3% | -9.8% | -5.1% |
| 3M | -2.6% | +51.6% | -54.2% | -7.3% |
| 6M | -5.6% | +61.3% | -66.9% | -10.9% |
| YTD | +9.3% | +59.3% | -50.0% | +3.2% |
| 1Y | +4.3% | +38.3% | -34.0% | -0.1% |
| 3Y | +27.4% | +185.9% | -158.4% | +9.7% |
| 5Y | +17.1% | +159.9% | -142.9% | +0.2% |
| All | +50.7% | +979.6% | -928.8% | +14.9% |
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