+246.6%
PAAS vs HALO
+176.9%
+69.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -0.1% | +5.0% | -5.1% | -0.8% |
| 3M | +8.2% | +53.1% | -44.9% | +1.4% |
| 6M | -13.8% | +60.8% | -74.6% | -19.9% |
| YTD | -0.6% | +60.9% | -61.6% | -7.8% |
| 1Y | +44.0% | +42.8% | +1.2% | +35.6% |
| 3Y | +246.6% | +181.3% | +65.3% | +165.9% |
| All | +246.6% | +176.9% | +69.6% | +165.9% |
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