+1,252.7%
PSA vs HALO
+2,426.8%
-1,174.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -2.2% | -2.1% | -0.2% | -2.0% |
| 30D | -9.6% | +4.6% | -14.2% | -10.1% |
| 3M | -7.9% | +50.2% | -58.1% | -12.9% |
| 6M | -2.0% | +57.6% | -59.6% | -8.0% |
| YTD | +15.7% | +59.6% | -43.8% | +8.3% |
| 1Y | +5.8% | +41.2% | -35.4% | +0.4% |
| 3Y | +21.6% | +178.9% | -157.3% | +3.2% |
| 5Y | +13.1% | +160.1% | -147.0% | -4.7% |
| 10Y | +101.3% | +967.5% | -866.2% | +31.4% |
| All | +1,252.7% | +2,426.8% | -1,174.1% | +513.0% |
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