+126.3%
PAAS vs HALO
+156.4%
-30.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +3.9% |
| 7D | +2.6% | -2.1% | +4.7% | +3.0% |
| 30D | +2.5% | +4.6% | -2.2% | +1.8% |
| 3M | +15.1% | +50.2% | -35.2% | +8.4% |
| 6M | -12.1% | +57.6% | -69.7% | -17.8% |
| YTD | +3.1% | +59.6% | -56.5% | -4.0% |
| 1Y | +50.8% | +41.2% | +9.7% | +42.7% |
| 3Y | +259.5% | +178.9% | +80.6% | +197.7% |
| 5Y | +126.3% | +160.1% | -33.8% | +79.3% |
| All | +126.3% | +156.4% | -30.0% | +79.3% |
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