+3,568.6%
PH vs HALO
+2,259.3%
+1,309.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.3% | -3.2% | +7.6% | +4.9% |
| 30D | +0.1% | -14.2% | +14.3% | +2.2% |
| 3M | -9.4% | -0.4% | -9.0% | -9.8% |
| 6M | +8.8% | +43.2% | -34.4% | +1.8% |
| YTD | +9.6% | +49.0% | -39.4% | +1.8% |
| 1Y | +14.4% | +40.8% | -26.4% | +7.1% |
| 3Y | +134.5% | +167.4% | -32.9% | +93.6% |
| 5Y | +204.4% | +157.4% | +47.1% | +148.3% |
| 10Y | +697.3% | +697.1% | +0.2% | +429.5% |
| All | +3,568.6% | +2,259.3% | +1,309.3% | +1,666.7% |
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