-16.4%
PINS vs HALO
+574.8%
-591.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -12.0% | +4.6% | -16.6% | -13.4% |
| 30D | -12.7% | +31.8% | -44.5% | -21.0% |
| 3M | -5.5% | +53.9% | -59.4% | -19.0% |
| 6M | +5.3% | +57.4% | -52.1% | -10.7% |
| YTD | -21.2% | +63.7% | -84.9% | -34.9% |
| 1Y | -45.0% | +50.1% | -95.2% | -53.4% |
| 3Y | -26.2% | +157.3% | -183.6% | -54.0% |
| 5Y | -64.0% | +161.0% | -224.9% | -78.8% |
| All | -16.4% | +574.8% | -591.2% | -75.7% |
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