-81.1%
PATH vs HALO
+163.2%
-244.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.7% | +2.0% | -2.1% |
| 7D | -5.6% | -6.3% | +0.7% | -3.8% |
| 30D | -0.7% | +12.1% | -12.8% | -3.8% |
| 3M | -5.9% | +47.1% | -53.0% | -16.1% |
| 6M | +21.6% | +86.7% | -65.1% | +0.9% |
| YTD | -20.6% | +82.7% | -103.3% | -34.1% |
| 1Y | -10.6% | +80.0% | -90.6% | -25.8% |
| 3Y | -24.9% | +245.6% | -270.5% | -54.8% |
| 5Y | -76.8% | +202.0% | -278.9% | -85.7% |
| All | -81.1% | +163.2% | -244.4% | -89.2% |
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