+1,131.3%
PSX vs HALO
+895.5%
+235.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +27.8% | +5.0% | +22.7% | +27.0% |
| 3M | +42.0% | +53.1% | -11.1% | +34.8% |
| 6M | +58.1% | +60.8% | -2.7% | +48.8% |
| YTD | +105.0% | +60.9% | +44.1% | +92.7% |
| 1Y | +104.9% | +42.8% | +62.1% | +95.0% |
| 3Y | +134.1% | +181.3% | -47.2% | +100.0% |
| 5Y | +363.8% | +157.6% | +206.3% | +294.9% |
| 10Y | +370.1% | +910.4% | -540.3% | +235.8% |
| All | +1,131.3% | +895.5% | +235.8% | +720.5% |
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