+763.1%
PM vs HALO
+2,195.6%
-1,432.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -4.9% | +4.6% | -9.5% | -5.2% |
| 30D | -3.4% | +31.8% | -35.2% | -5.8% |
| 3M | +5.2% | +53.9% | -48.7% | +1.2% |
| 6M | +3.7% | +57.4% | -53.7% | -0.5% |
| YTD | +15.8% | +63.7% | -48.0% | +10.6% |
| 1Y | +17.4% | +50.1% | -32.8% | +12.8% |
| 3Y | +116.9% | +157.3% | -40.4% | +95.9% |
| 5Y | +117.3% | +161.0% | -43.7% | +93.9% |
| 10Y | +193.8% | +1,018.7% | -824.9% | +125.3% |
| All | +763.1% | +2,195.6% | -1,432.5% | +393.8% |
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 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