+206.3%
P vs HALO
+171.2%
+35.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | +17.8% | -18.1% | +36.0% | +20.1% |
| 30D | -29.9% | -8.2% | -21.7% | -29.2% |
| 3M | -1.2% | -1.1% | -0.1% | -1.3% |
| 6M | +32.1% | +41.9% | -9.8% | +25.9% |
| YTD | +64.3% | +49.6% | +14.7% | +55.5% |
| 1Y | +24.3% | +42.5% | -18.3% | +18.2% |
| All | +206.3% | +171.2% | +35.1% | +175.2% |
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 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