-80.8%
PATH vs HALO
+114.7%
-195.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.1% | -3.2% | +5.3% | +3.0% |
| 30D | +1.6% | -14.2% | +15.8% | +5.5% |
| 3M | -20.4% | -0.4% | -20.0% | -21.1% |
| 6M | +40.1% | +43.2% | -3.1% | +24.8% |
| YTD | -19.0% | +49.0% | -68.0% | -29.3% |
| 1Y | -5.8% | +40.8% | -46.7% | -16.6% |
| 3Y | -22.9% | +167.4% | -190.3% | -50.0% |
| 5Y | -75.3% | +157.4% | -232.7% | -84.2% |
| All | -80.8% | +114.7% | -195.4% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling