+408.1%
PEP vs HALO
+2,492.7%
-2,084.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | +4.6% | -6.0% | -1.7% |
| 30D | +0.2% | +31.8% | -31.6% | -1.6% |
| 3M | -1.1% | +53.9% | -55.0% | -3.9% |
| 6M | -13.5% | +57.4% | -70.9% | -16.1% |
| YTD | -1.2% | +63.7% | -64.9% | -4.5% |
| 1Y | -1.6% | +50.1% | -51.7% | -4.4% |
| 3Y | -12.5% | +157.3% | -169.9% | -18.8% |
| 5Y | +3.0% | +161.0% | -158.0% | -5.2% |
| 10Y | +73.9% | +1,018.7% | -944.8% | +43.3% |
| All | +408.1% | +2,492.7% | -2,084.7% | +259.7% |
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 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