-24.0%
POET vs HALO
+1,870.5%
-1,894.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.0% |
| 7D | +3.7% | -3.4% | +7.1% | +4.0% |
| 30D | -11.5% | +4.3% | -15.8% | -12.0% |
| 3M | -30.8% | +51.8% | -82.6% | -33.9% |
| 6M | +8.6% | +57.8% | -49.2% | +3.5% |
| YTD | +20.1% | +59.0% | -38.9% | +14.3% |
| 1Y | +35.7% | +41.2% | -5.4% | +30.5% |
| 3Y | +116.5% | +177.8% | -61.3% | +92.3% |
| 5Y | -8.4% | +159.5% | -167.9% | -19.2% |
| 10Y | +24.6% | +963.6% | -939.0% | -2.8% |
| All | -24.0% | +1,870.5% | -1,894.5% | -39.1% |
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