-77.1%
PATH vs HALO
+165.1%
-242.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -2.7% | -22.0% | +19.2% | +3.6% |
| 30D | -1.4% | -8.5% | +7.1% | +0.5% |
| 3M | -16.4% | -0.9% | -15.5% | -17.0% |
| 6M | +23.3% | +53.1% | -29.8% | +7.6% |
| YTD | -19.8% | +51.1% | -70.9% | -30.2% |
| 1Y | -8.6% | +45.0% | -53.5% | -19.7% |
| 3Y | -24.0% | +173.0% | -197.0% | -51.5% |
| 5Y | -77.1% | +163.6% | -240.8% | -86.7% |
| All | -77.1% | +165.1% | -242.3% | -86.7% |
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