+268.9%
P vs HALO
+156.4%
+112.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | +5.0% | -2.1% | +7.1% | +5.4% |
| 30D | -0.9% | +4.6% | -5.6% | -1.9% |
| 3M | +38.7% | +50.2% | -11.6% | +27.9% |
| 6M | +54.4% | +57.6% | -3.2% | +40.6% |
| YTD | +44.8% | +59.6% | -14.7% | +31.6% |
| 1Y | +22.5% | +41.2% | -18.6% | +13.8% |
| 3Y | +148.2% | +178.9% | -30.6% | +91.9% |
| 5Y | +268.9% | +160.1% | +108.8% | +168.5% |
| All | +268.9% | +156.4% | +112.5% | +168.5% |
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 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