+535.2%
P vs HALO
+573.0%
-37.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +11.6% | -3.2% | +14.9% | +12.5% |
| 30D | -23.7% | -14.2% | -9.5% | -21.0% |
| 3M | -8.0% | -0.4% | -7.6% | -8.7% |
| 6M | +27.9% | +43.2% | -15.3% | +14.9% |
| YTD | +61.2% | +49.0% | +12.2% | +42.6% |
| 1Y | +28.6% | +40.8% | -12.2% | +15.6% |
| 3Y | +200.5% | +167.4% | +33.1% | +115.5% |
| 5Y | +282.9% | +157.4% | +125.6% | +167.9% |
| 10Y | +665.9% | +697.1% | -31.2% | +292.3% |
| All | +535.2% | +573.0% | -37.7% | +199.8% |
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