+7.3%
PL vs HALO
+50.3%
-43.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.7% | +15.2% | +14.5% |
| 7D | +10.9% | -20.2% | +31.1% | +11.8% |
| 30D | -16.4% | -6.8% | -9.6% | -16.7% |
| 3M | -39.9% | -0.2% | -39.8% | -40.4% |
| 6M | -63.2% | +60.5% | -123.7% | -63.3% |
| YTD | -27.1% | +52.9% | -80.1% | -26.7% |
| All | +7.3% | +50.3% | -43.0% | +9.9% |
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