+64.8%
PR vs HALO
+922.0%
-857.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -12.4% | -20.2% | +7.8% | -8.0% |
| 30D | -6.6% | -6.8% | +0.2% | -5.6% |
| 3M | +7.5% | -0.2% | +7.7% | +6.6% |
| 6M | +10.8% | +60.5% | -49.7% | -3.4% |
| YTD | +57.0% | +52.9% | +4.1% | +37.4% |
| 1Y | +67.9% | +50.8% | +17.1% | +47.2% |
| 3Y | +87.6% | +180.6% | -93.0% | +28.8% |
| 5Y | +220.4% | +166.6% | +53.8% | +114.8% |
| 10Y | +64.8% | +801.2% | -736.4% | -10.2% |
| All | +64.8% | +922.0% | -857.2% | -10.2% |
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 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