+134.1%
PSX vs HALO
+178.1%
-43.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.7% | -2.7% | +4.4% | +1.7% |
| 30D | +15.6% | +5.3% | +10.3% | +15.5% |
| 3M | +46.5% | +51.6% | -5.1% | +45.5% |
| 6M | +55.0% | +61.3% | -6.2% | +53.7% |
| YTD | +105.3% | +59.3% | +46.0% | +103.8% |
| 1Y | +101.6% | +38.3% | +63.3% | +101.1% |
| 3Y | +134.1% | +185.9% | -51.7% | +127.1% |
| All | +134.1% | +178.1% | -43.9% | +127.1% |
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