+733.6%
PLD vs HALO
+2,492.7%
-1,759.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.4% | +4.6% | -7.0% | -3.3% |
| 30D | -2.4% | +31.8% | -34.3% | -8.0% |
| 3M | -3.8% | +53.9% | -57.7% | -12.1% |
| 6M | 0.0% | +57.4% | -57.3% | -9.2% |
| YTD | +9.2% | +63.7% | -54.5% | -1.9% |
| 1Y | +25.9% | +50.1% | -24.2% | +14.8% |
| 3Y | +21.3% | +157.3% | -136.0% | -4.1% |
| 5Y | +14.1% | +161.0% | -146.9% | -12.0% |
| 10Y | +237.9% | +1,018.7% | -780.8% | +77.3% |
| All | +733.6% | +2,492.7% | -1,759.1% | +164.2% |
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