+87.1%
PR vs HALO
+928.6%
-841.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +17.4% | +5.0% | +12.3% | +16.0% |
| 3M | +21.8% | +53.1% | -31.4% | +9.4% |
| 6M | +27.6% | +60.8% | -33.2% | +12.8% |
| YTD | +71.4% | +60.9% | +10.5% | +50.8% |
| 1Y | +78.3% | +42.8% | +35.5% | +61.0% |
| 3Y | +85.5% | +181.3% | -95.8% | +31.5% |
| 5Y | +422.7% | +157.6% | +265.1% | +268.7% |
| 10Y | +87.1% | +910.4% | -823.2% | +7.4% |
| All | +87.1% | +928.6% | -841.5% | +7.4% |
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 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