+137.1%
PH vs HALO
+177.6%
-40.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.1% | -3.4% | +0.3% | -2.7% |
| 30D | -11.8% | +4.3% | -16.1% | -12.3% |
| 3M | +6.9% | +51.8% | -44.8% | +0.5% |
| 6M | -1.3% | +57.8% | -59.1% | -7.9% |
| YTD | +7.0% | +59.0% | -52.0% | -0.3% |
| 1Y | +23.1% | +41.2% | -18.1% | +16.3% |
| All | +137.1% | +177.6% | -40.4% | +99.2% |
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 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