+55.3%
ON vs HALO
+41.1%
+14.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.4% | -2.7% | +5.1% | +2.8% |
| 30D | -8.6% | +5.3% | -13.9% | -9.3% |
| 3M | -34.3% | +51.6% | -85.9% | -39.1% |
| 6M | +28.5% | +61.3% | -32.7% | +15.7% |
| YTD | +40.6% | +59.3% | -18.7% | +28.3% |
| 1Y | +55.3% | +38.3% | +17.1% | +35.6% |
| All | +55.3% | +41.1% | +14.3% | +35.6% |
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