+158.7%
P vs HALO
+176.9%
-18.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +7.8% | +0.5% | +7.3% | +7.8% |
| 30D | +12.3% | +5.0% | +7.3% | +11.6% |
| 3M | +37.1% | +53.1% | -16.0% | +29.8% |
| 6M | +66.1% | +60.8% | +5.3% | +55.9% |
| YTD | +50.9% | +60.9% | -10.0% | +41.9% |
| 1Y | +27.2% | +42.8% | -15.6% | +21.0% |
| 3Y | +158.7% | +181.3% | -22.6% | +128.5% |
| All | +158.7% | +176.9% | -18.3% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling