+341.4%
PPL vs HALO
+2,321.6%
-1,980.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.2% | -20.2% | +19.0% | +0.2% |
| 30D | +4.2% | -6.8% | +11.0% | +4.6% |
| 3M | +1.5% | -0.2% | +1.7% | +1.3% |
| 6M | +1.0% | +60.5% | -59.5% | -2.5% |
| YTD | +4.4% | +52.9% | -48.5% | +0.9% |
| 1Y | +0.8% | +50.8% | -50.1% | -2.6% |
| 3Y | +56.5% | +180.6% | -124.1% | +43.5% |
| 5Y | +47.7% | +166.6% | -118.9% | +34.7% |
| 10Y | +64.4% | +801.2% | -736.8% | +35.5% |
| All | +341.4% | +2,321.6% | -1,980.3% | +192.3% |
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