+516.5%
PL vs HALO
+170.1%
+346.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +10.0% | -3.2% | +13.3% | +10.7% |
| 30D | -2.3% | -14.2% | +11.9% | -0.1% |
| 3M | -44.2% | -0.4% | -43.8% | -44.8% |
| 6M | -66.1% | +43.2% | -109.3% | -69.1% |
| YTD | -30.0% | +49.0% | -79.0% | -37.3% |
| 1Y | +21.0% | +40.8% | -19.8% | +9.8% |
| 3Y | +516.5% | +167.4% | +349.1% | +300.8% |
| All | +516.5% | +170.1% | +346.4% | +300.8% |
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 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