+180.5%
PL vs HALO
+47.3%
+133.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | -9.3% | +4.6% | -13.9% | -9.6% |
| 30D | -18.9% | +31.8% | -50.7% | -20.6% |
| 3M | -58.4% | +53.9% | -112.3% | -59.2% |
| 6M | -30.3% | +57.4% | -87.7% | -32.0% |
| YTD | -8.1% | +63.7% | -71.8% | -10.5% |
| 1Y | +180.5% | +50.1% | +130.4% | +210.1% |
| All | +180.5% | +47.3% | +133.2% | +210.1% |
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