+84.5%
PR vs HALO
+689.5%
-605.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +6.0% | -3.2% | +9.2% | +6.8% |
| 30D | -4.2% | -14.2% | +10.0% | -1.1% |
| 3M | +10.0% | -0.4% | +10.4% | +9.0% |
| 6M | +15.6% | +43.2% | -27.6% | +3.7% |
| YTD | +68.2% | +49.0% | +19.2% | +47.8% |
| 1Y | +79.2% | +40.8% | +38.4% | +59.6% |
| 3Y | +94.9% | +167.4% | -72.5% | +34.8% |
| 5Y | +272.8% | +157.4% | +115.4% | +150.4% |
| All | +84.5% | +689.5% | -605.1% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling