+519.5%
PPG vs HALO
+2,422.4%
-1,902.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | -7.9% | +5.3% | -13.3% | -8.6% |
| 3M | -10.2% | +51.6% | -61.8% | -15.3% |
| 6M | +2.7% | +61.3% | -58.6% | -4.1% |
| YTD | +4.9% | +59.3% | -54.4% | -1.9% |
| 1Y | -3.2% | +38.3% | -41.5% | -7.9% |
| 3Y | -17.0% | +185.9% | -202.9% | -30.0% |
| 5Y | -23.3% | +159.9% | -183.3% | -35.3% |
| 10Y | +26.4% | +965.6% | -939.2% | -15.0% |
| All | +519.5% | +2,422.4% | -1,902.9% | +222.0% |
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