+696.0%
PLD vs HALO
+2,323.1%
-1,627.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.8% | -19.9% | +20.7% | +5.0% |
| 30D | +0.5% | -6.7% | +7.2% | +1.4% |
| 3M | -5.5% | +0.4% | -5.8% | -6.1% |
| 6M | -8.3% | +60.6% | -68.9% | -17.5% |
| YTD | +4.3% | +53.0% | -48.7% | -5.5% |
| 1Y | +7.4% | +51.4% | -44.0% | -2.6% |
| 3Y | +37.1% | +176.5% | -139.4% | +6.7% |
| 5Y | +1.3% | +169.7% | -168.4% | -22.6% |
| 10Y | +267.4% | +747.6% | -480.2% | +105.5% |
| All | +696.0% | +2,323.1% | -1,627.1% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling