+249.9%
PLD vs HALO
+924.7%
-674.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -2.2% | +4.6% | -6.9% | -3.0% |
| 3M | -7.4% | +50.2% | -57.6% | -13.4% |
| 6M | +1.9% | +57.6% | -55.7% | -5.5% |
| YTD | +7.9% | +59.6% | -51.7% | -0.4% |
| 1Y | +25.1% | +41.2% | -16.1% | +17.5% |
| 3Y | +21.9% | +178.9% | -157.0% | +0.2% |
| 5Y | +16.3% | +160.1% | -143.8% | -5.0% |
| 10Y | +249.9% | +967.5% | -717.6% | +149.5% |
| All | +249.9% | +924.7% | -674.8% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling