+455.3%
PL vs HALO
+193.0%
+262.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -15.7% | +26.1% | +13.3% |
| 7D | -6.8% | -20.8% | +14.0% | -2.9% |
| 30D | -29.3% | -6.5% | -22.8% | -29.0% |
| 3M | -44.8% | +20.8% | -65.6% | -47.7% |
| 6M | -68.4% | +56.2% | -124.6% | -71.8% |
| YTD | -36.4% | +54.0% | -90.3% | -43.5% |
| 1Y | +0.7% | +51.5% | -50.8% | -10.3% |
| 3Y | +455.3% | +193.9% | +261.4% | +254.3% |
| All | +455.3% | +193.0% | +262.3% | +254.3% |
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