+45.2%
PL vs HALO
+103.0%
-57.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.7% | +15.2% | +14.7% |
| 7D | +10.9% | -20.2% | +31.1% | +17.9% |
| 30D | -16.4% | -6.8% | -9.6% | -15.7% |
| 3M | -39.9% | -0.2% | -39.8% | -40.8% |
| 6M | -63.2% | +60.5% | -123.7% | -69.4% |
| YTD | -27.1% | +52.9% | -80.1% | -39.0% |
| 1Y | +12.2% | +50.8% | -38.6% | -6.0% |
| 3Y | +584.3% | +180.6% | +403.7% | +307.2% |
| 5Y | +37.0% | +166.6% | -129.6% | -19.7% |
| All | +45.2% | +103.0% | -57.8% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling