+11.7%
PL vs HALO
+43.0%
-31.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.1% |
| 7D | +22.3% | -18.1% | +40.4% | +22.7% |
| 30D | -8.3% | -8.2% | -0.1% | -8.7% |
| 3M | -43.3% | -1.1% | -42.2% | -43.8% |
| 6M | -65.8% | +41.9% | -107.8% | -66.2% |
| YTD | -29.5% | +49.6% | -79.1% | -30.7% |
| 1Y | +11.7% | +42.5% | -30.8% | +9.1% |
| All | +11.7% | +43.0% | -31.3% | +9.1% |
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