+169.5%
PR vs HALO
+837.8%
-668.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.9% | +4.6% | -1.7% | +1.9% |
| 30D | +18.0% | +31.8% | -13.8% | +10.6% |
| 3M | +16.9% | +53.9% | -37.0% | +5.6% |
| 6M | +28.2% | +57.4% | -29.2% | +14.8% |
| YTD | +69.3% | +63.7% | +5.6% | +49.6% |
| 1Y | +69.5% | +50.1% | +19.4% | +52.3% |
| 3Y | +81.7% | +157.3% | -75.6% | +35.3% |
| 5Y | +422.2% | +161.0% | +261.3% | +277.1% |
| 10Y | +110.4% | +1,018.7% | -908.3% | +25.7% |
| All | +169.5% | +837.8% | -668.3% | +62.6% |
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