+37.7%
PPL vs HALO
+149.7%
-112.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.8% | +0.5% | +1.2% | +1.7% |
| 30D | -1.1% | +5.0% | -6.1% | -1.6% |
| 3M | 0.0% | +53.1% | -53.1% | -4.7% |
| 6M | -7.6% | +60.8% | -68.4% | -12.6% |
| YTD | +1.7% | +60.9% | -59.2% | -3.9% |
| 1Y | +1.5% | +42.8% | -41.3% | -2.9% |
| 3Y | +55.3% | +181.3% | -126.0% | +33.0% |
| 5Y | +37.7% | +157.6% | -119.9% | +13.8% |
| All | +37.7% | +149.7% | -112.0% | +13.8% |
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