+210.9%
PM vs HALO
+979.6%
-768.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.7% | -2.7% | +7.4% | +4.9% |
| 30D | +2.6% | +5.3% | -2.7% | +2.1% |
| 3M | +6.6% | +51.6% | -45.0% | +2.4% |
| 6M | +16.5% | +61.3% | -44.8% | +11.1% |
| YTD | +21.2% | +59.3% | -38.1% | +15.6% |
| 1Y | +17.9% | +38.3% | -20.4% | +13.8% |
| 3Y | +129.8% | +185.9% | -56.0% | +102.7% |
| 5Y | +133.0% | +159.9% | -26.9% | +104.9% |
| All | +210.9% | +979.6% | -768.6% | +153.5% |
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