+330.5%
PPL vs HALO
+2,492.7%
-2,162.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.7% | +4.6% | -1.9% | +2.3% |
| 30D | +0.5% | +31.8% | -31.4% | -1.6% |
| 3M | +0.7% | +53.9% | -53.2% | -2.4% |
| 6M | -7.6% | +57.4% | -65.0% | -10.7% |
| YTD | +1.8% | +63.7% | -61.9% | -1.9% |
| 1Y | -0.8% | +50.1% | -50.9% | -3.9% |
| 3Y | +56.9% | +157.3% | -100.5% | +44.8% |
| 5Y | +39.5% | +161.0% | -121.5% | +27.6% |
| 10Y | +55.4% | +1,018.7% | -963.3% | +26.2% |
| All | +330.5% | +2,492.7% | -2,162.2% | +184.2% |
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