+152.6%
PR vs HALO
+782.0%
-629.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.7% | +17.6% | +5.2% |
| 7D | -16.4% | -20.8% | +4.4% | -12.5% |
| 30D | -1.9% | -6.5% | +4.6% | -1.0% |
| 3M | +8.0% | +20.8% | -12.9% | +2.3% |
| 6M | +4.1% | +56.2% | -52.1% | -7.1% |
| YTD | +58.7% | +54.0% | +4.7% | +41.0% |
| 1Y | +75.8% | +51.5% | +24.3% | +56.5% |
| 3Y | +73.2% | +193.9% | -120.7% | +23.4% |
| 5Y | +230.1% | +154.6% | +75.6% | +137.7% |
| 10Y | +67.4% | +1,124.9% | -1,057.6% | +0.9% |
| All | +152.6% | +782.0% | -629.4% | +53.2% |
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 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