-63.0%
PINS vs HALO
+149.7%
-212.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -5.2% | +0.5% | -5.8% | -5.3% |
| 30D | -14.9% | +5.0% | -20.0% | -16.0% |
| 3M | -8.4% | +53.1% | -61.5% | -17.4% |
| 6M | +0.6% | +60.8% | -60.1% | -10.4% |
| YTD | -22.2% | +60.9% | -83.1% | -31.5% |
| 1Y | -46.9% | +42.8% | -89.7% | -52.0% |
| 3Y | -26.9% | +181.3% | -208.1% | -49.7% |
| 5Y | -63.0% | +157.6% | -220.6% | -76.6% |
| All | -63.0% | +149.7% | -212.7% | -76.6% |
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