-6.1%
PATH vs HALO
+158.8%
-164.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.5% |
| 7D | -16.3% | +4.6% | -20.9% | -16.9% |
| 30D | +9.9% | +31.8% | -21.9% | +4.7% |
| 3M | +30.2% | +53.9% | -23.7% | +21.1% |
| 6M | +37.2% | +57.4% | -20.2% | +26.9% |
| YTD | -7.3% | +63.7% | -71.1% | -14.9% |
| 1Y | +40.0% | +50.1% | -10.1% | +30.5% |
| All | -6.1% | +158.8% | -164.9% | -36.6% |
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