+79.9%
PL vs HALO
+113.6%
-33.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -7.5% | +0.5% | -8.1% | -7.7% |
| 30D | -25.6% | +5.0% | -30.6% | -26.9% |
| 3M | -45.6% | +53.1% | -98.7% | -53.1% |
| 6M | -29.5% | +60.8% | -90.3% | -40.7% |
| YTD | -9.7% | +60.9% | -70.6% | -24.6% |
| 1Y | +84.4% | +42.8% | +41.6% | +59.7% |
| 3Y | +550.0% | +181.3% | +368.7% | +292.7% |
| 5Y | +79.0% | +157.6% | -78.6% | +4.6% |
| All | +79.9% | +113.6% | -33.7% | +6.6% |
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 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