+49.6%
ON vs HALO
+157.2%
-107.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -4.7% | -3.4% | -1.3% | -3.8% |
| 30D | -13.5% | +4.3% | -17.8% | -14.6% |
| 3M | -36.3% | +51.8% | -88.1% | -43.9% |
| 6M | +17.8% | +57.8% | -40.0% | +2.1% |
| YTD | +29.6% | +59.0% | -29.4% | +12.0% |
| 1Y | +45.8% | +41.2% | +4.6% | +30.0% |
| 3Y | -28.3% | +177.8% | -206.2% | -53.3% |
| 5Y | +49.6% | +159.5% | -109.8% | -7.2% |
| All | +49.6% | +157.2% | -107.6% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling