+341.6%
PPL vs HALO
+2,323.1%
-1,981.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | 0.0% | -19.9% | +20.0% | +1.4% |
| 30D | +4.3% | -6.7% | +11.0% | +4.6% |
| 3M | +2.9% | +0.4% | +2.6% | +2.7% |
| 6M | +1.1% | +60.6% | -59.5% | -2.5% |
| YTD | +4.5% | +53.0% | -48.6% | +0.9% |
| 1Y | +0.1% | +51.4% | -51.3% | -3.2% |
| 3Y | +55.7% | +176.5% | -120.8% | +42.9% |
| 5Y | +47.6% | +169.7% | -122.1% | +34.6% |
| 10Y | +66.8% | +747.6% | -680.7% | +38.1% |
| All | +341.6% | +2,323.1% | -1,981.4% | +192.4% |
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