+117.3%
PCAR vs HALO
+165.1%
-47.8%
-27.7%
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% | +2.6% |
| 7D | +2.2% | -22.0% | +24.2% | +5.6% |
| 30D | +0.3% | -8.5% | +8.8% | +1.4% |
| 3M | -17.9% | -0.9% | -17.0% | -18.1% |
| 6M | -3.4% | +53.1% | -56.5% | -9.9% |
| YTD | -0.1% | +51.1% | -51.2% | -6.8% |
| 1Y | +13.4% | +45.0% | -31.6% | +6.3% |
| 3Y | +37.2% | +173.0% | -135.8% | +13.2% |
| 5Y | +117.3% | +163.6% | -46.3% | +79.2% |
| All | +117.3% | +165.1% | -47.8% | +79.2% |
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 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