-81.2%
PATH vs HALO
+121.9%
-203.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.7% | +15.6% | +4.2% |
| 7D | -5.3% | -20.8% | +15.5% | +0.5% |
| 30D | -0.5% | -6.5% | +5.9% | +0.7% |
| 3M | -7.1% | +20.8% | -28.0% | -13.0% |
| 6M | +23.8% | +56.2% | -32.4% | +7.4% |
| YTD | -20.7% | +54.0% | -74.7% | -31.3% |
| 1Y | -8.1% | +51.5% | -59.6% | -20.3% |
| 3Y | -21.8% | +193.9% | -215.7% | -51.2% |
| 5Y | -76.8% | +154.6% | -231.4% | -85.1% |
| All | -81.2% | +121.9% | -203.0% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling