+367.0%
PSX vs HALO
+157.2%
+209.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.5% | -3.4% | +4.9% | +1.8% |
| 30D | +15.8% | +4.3% | +11.6% | +15.5% |
| 3M | +43.0% | +51.8% | -8.8% | +38.2% |
| 6M | +61.1% | +57.8% | +3.3% | +54.9% |
| YTD | +104.5% | +59.0% | +45.5% | +96.5% |
| 1Y | +102.5% | +41.2% | +61.4% | +96.5% |
| 3Y | +133.5% | +177.8% | -44.4% | +103.4% |
| 5Y | +367.0% | +159.5% | +207.5% | +306.3% |
| All | +367.0% | +157.2% | +209.7% | +306.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling