+287.1%
PCAR vs HALO
+689.5%
-402.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | -3.2% | +8.2% | +5.4% |
| 30D | -1.4% | -14.2% | +12.7% | +0.6% |
| 3M | -18.1% | -0.4% | -17.7% | -18.4% |
| 6M | -4.0% | +43.2% | -47.2% | -9.7% |
| YTD | -1.5% | +49.0% | -50.4% | -8.1% |
| 1Y | +13.2% | +40.8% | -27.7% | +6.4% |
| 3Y | +35.8% | +167.4% | -131.6% | +12.7% |
| 5Y | +114.6% | +157.4% | -42.7% | +75.8% |
| All | +287.1% | +689.5% | -402.4% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling