+272.5%
PM vs HALO
+689.5%
-417.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +0.5% | -3.2% | +3.8% | +0.9% |
| 30D | -3.2% | -14.2% | +10.9% | -1.8% |
| 3M | +6.2% | -0.4% | +6.6% | +6.1% |
| 6M | +7.7% | +43.2% | -35.5% | +3.3% |
| YTD | +27.3% | +49.0% | -21.7% | +21.4% |
| 1Y | +32.8% | +40.8% | -8.1% | +27.2% |
| 3Y | +150.0% | +167.4% | -17.4% | +118.5% |
| 5Y | +164.2% | +157.4% | +6.9% | +128.4% |
| All | +272.5% | +689.5% | -417.0% | +180.8% |
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