+21.1%
PL vs HALO
+155.8%
-134.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -15.7% | +26.1% | +15.5% |
| 7D | -6.8% | -20.8% | +14.0% | -0.2% |
| 30D | -29.3% | -6.5% | -22.8% | -28.7% |
| 3M | -44.8% | +20.8% | -65.6% | -49.4% |
| 6M | -68.4% | +56.2% | -124.6% | -73.8% |
| YTD | -36.4% | +54.0% | -90.3% | -47.5% |
| 1Y | +0.7% | +51.5% | -50.8% | -16.8% |
| 3Y | +455.3% | +193.9% | +261.4% | +203.1% |
| All | +21.1% | +155.8% | -134.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling