+1.6%
PG vs HALO
+178.1%
-176.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | +0.8% | +5.3% | -4.5% | +0.6% |
| 3M | -1.3% | +51.6% | -52.9% | -3.7% |
| 6M | -3.8% | +61.3% | -65.1% | -6.5% |
| YTD | +3.6% | +59.3% | -55.7% | +0.8% |
| 1Y | -5.7% | +38.3% | -44.0% | -7.7% |
| 3Y | +1.6% | +185.9% | -184.3% | -6.3% |
| All | +1.6% | +178.1% | -176.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling