-0.4%
PL vs HALO
+92.7%
-93.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.5% |
| 7D | -11.7% | +0.2% | -12.0% | -11.7% |
| 30D | -27.1% | +20.3% | -47.5% | -28.2% |
| 3M | -44.6% | +56.6% | -101.2% | -46.1% |
| 6M | -67.2% | +101.9% | -169.0% | -67.5% |
| YTD | -35.9% | +93.7% | -129.5% | -35.9% |
| 1Y | -0.4% | +91.5% | -91.9% | +2.3% |
| All | -0.4% | +92.7% | -93.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling