+420.3%
PHM vs HALO
+2,426.8%
-2,006.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.9% | -2.1% | -1.8% | -3.5% |
| 30D | -8.6% | +4.6% | -13.2% | -9.4% |
| 3M | -2.9% | +50.2% | -53.2% | -10.7% |
| 6M | -5.7% | +57.6% | -63.3% | -14.2% |
| YTD | +1.9% | +59.6% | -57.7% | -7.7% |
| 1Y | -12.3% | +41.2% | -53.5% | -18.9% |
| 3Y | +50.8% | +178.9% | -128.1% | +18.0% |
| 5Y | +157.3% | +160.1% | -2.8% | +100.6% |
| 10Y | +566.5% | +967.5% | -401.0% | +268.9% |
| All | +420.3% | +2,426.8% | -2,006.6% | +99.3% |
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 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