+485.4%
P vs HALO
+639.5%
-154.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +6.5% | +4.6% | +1.9% | +5.3% |
| 30D | +18.8% | +31.8% | -13.0% | +10.2% |
| 3M | +26.7% | +53.9% | -27.1% | +12.8% |
| 6M | +62.2% | +57.4% | +4.8% | +42.8% |
| YTD | +48.5% | +63.7% | -15.2% | +29.3% |
| 1Y | +26.4% | +50.1% | -23.7% | +12.4% |
| 3Y | +159.4% | +157.3% | +2.1% | +89.0% |
| 5Y | +275.8% | +161.0% | +114.8% | +164.2% |
| 10Y | +732.0% | +1,018.7% | -286.7% | +303.2% |
| All | +485.4% | +639.5% | -154.2% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling