+249.6%
PH vs HALO
+158.6%
+90.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | -11.0% | +5.3% | -16.3% | -11.8% |
| 3M | +5.5% | +51.6% | -46.0% | -2.4% |
| 6M | +1.5% | +61.3% | -59.8% | -7.3% |
| YTD | +8.8% | +59.3% | -50.5% | -0.6% |
| 1Y | +24.5% | +38.3% | -13.8% | +16.4% |
| 3Y | +141.2% | +185.9% | -44.7% | +89.8% |
| All | +249.6% | +158.6% | +90.9% | +172.1% |
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