+73.2%
PR vs HALO
+193.0%
-119.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.7% | +17.6% | +2.3% |
| 7D | -16.4% | -20.8% | +4.4% | -15.9% |
| 30D | -1.9% | -6.5% | +4.6% | -1.7% |
| 3M | +8.0% | +20.8% | -12.9% | +7.1% |
| 6M | +4.1% | +56.2% | -52.1% | +2.1% |
| YTD | +58.7% | +54.0% | +4.7% | +55.4% |
| 1Y | +75.8% | +51.5% | +24.3% | +72.2% |
| 3Y | +73.2% | +193.9% | -120.7% | +62.9% |
| All | +73.2% | +193.0% | -119.8% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling