+488.3%
PL vs HALO
+169.1%
+319.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -9.3% | +4.6% | -13.9% | -10.3% |
| 30D | -18.9% | +31.8% | -50.7% | -24.4% |
| 3M | -58.4% | +53.9% | -112.3% | -62.6% |
| 6M | -30.3% | +57.4% | -87.7% | -37.9% |
| YTD | -8.1% | +63.7% | -71.8% | -19.6% |
| 1Y | +180.5% | +50.1% | +130.4% | +150.9% |
| All | +488.3% | +169.1% | +319.2% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling