+47.6%
ON vs HALO
+92.7%
-45.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -17.1% | +20.3% | -37.4% | -18.5% |
| 3M | -11.8% | +56.6% | -68.4% | -16.7% |
| 6M | -30.2% | +101.9% | -132.0% | -38.3% |
| YTD | +31.6% | +93.7% | -62.1% | +18.4% |
| 1Y | +47.6% | +91.5% | -44.0% | +32.5% |
| All | +47.6% | +92.7% | -45.1% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling