+26.1%
PAAS vs HALO
+92.7%
-66.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.3% | +7.0% | +8.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -8.5% | +20.3% | -28.8% | -13.0% |
| 3M | -7.3% | +56.6% | -63.9% | -17.7% |
| 6M | -18.3% | +101.9% | -120.1% | -32.2% |
| YTD | -19.2% | +93.7% | -112.8% | -32.1% |
| 1Y | +26.1% | +91.5% | -65.4% | +8.4% |
| All | +26.1% | +92.7% | -66.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling