-8.6%
PATH vs HALO
+50.3%
-58.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.7% | -20.2% | +17.5% | -0.6% |
| 30D | -3.7% | -6.8% | +3.1% | -3.0% |
| 3M | -13.8% | -0.2% | -13.6% | -13.7% |
| 6M | +20.3% | +60.5% | -40.2% | +19.9% |
| YTD | -20.8% | +52.9% | -73.7% | -16.8% |
| All | -8.6% | +50.3% | -58.9% | -2.9% |
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 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