+15.5%
PLD vs HALO
+149.7%
-134.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -1.2% | +5.0% | -6.2% | -2.1% |
| 3M | -2.3% | +53.1% | -55.4% | -10.0% |
| 6M | +4.5% | +60.8% | -56.3% | -4.7% |
| YTD | +10.1% | +60.9% | -50.8% | +0.2% |
| 1Y | +25.9% | +42.8% | -16.9% | +16.8% |
| 3Y | +24.4% | +181.3% | -156.8% | -3.4% |
| 5Y | +15.5% | +157.6% | -142.1% | -13.4% |
| All | +15.5% | +149.7% | -134.2% | -13.4% |
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