-81.4%
PATH vs HALO
+120.5%
-201.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -2.3% | -19.9% | +17.6% | +3.4% |
| 30D | -4.8% | -6.7% | +1.9% | -3.5% |
| 3M | -17.7% | +0.4% | -18.1% | -18.5% |
| 6M | +18.9% | +60.6% | -41.7% | +2.3% |
| YTD | -21.7% | +53.0% | -74.7% | -32.1% |
| 1Y | -9.6% | +51.4% | -61.1% | -21.7% |
| 3Y | -25.8% | +176.5% | -202.3% | -52.4% |
| 5Y | -77.1% | +169.7% | -246.8% | -85.5% |
| All | -81.4% | +120.5% | -201.9% | -88.9% |
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 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