+649.0%
P vs HALO
+692.7%
-43.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | +17.8% | -18.1% | +36.0% | +23.6% |
| 30D | -29.9% | -8.2% | -21.7% | -28.7% |
| 3M | -1.2% | -1.1% | -0.1% | -1.9% |
| 6M | +32.1% | +41.9% | -9.8% | +17.4% |
| YTD | +64.3% | +49.6% | +14.7% | +43.1% |
| 1Y | +24.3% | +42.5% | -18.3% | +9.8% |
| 3Y | +203.2% | +170.3% | +33.0% | +105.8% |
| 5Y | +290.4% | +158.4% | +132.0% | +156.5% |
| All | +649.0% | +692.7% | -43.7% | +245.7% |
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