+131.5%
PM vs HALO
+157.2%
-25.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +1.9% | -3.4% | +5.3% | +2.2% |
| 30D | +1.9% | +4.3% | -2.4% | +1.5% |
| 3M | +4.6% | +51.8% | -47.2% | +1.0% |
| 6M | +11.7% | +57.8% | -46.1% | +7.4% |
| YTD | +20.4% | +59.0% | -38.6% | +15.5% |
| 1Y | +19.0% | +41.2% | -22.2% | +15.1% |
| 3Y | +130.4% | +177.8% | -47.5% | +104.9% |
| 5Y | +131.5% | +159.5% | -28.0% | +104.8% |
| All | +131.5% | +157.2% | -25.8% | +104.8% |
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 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