+2,521.4%
PWR vs HALO
+979.6%
+1,541.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | -2.7% | +6.9% | +4.7% |
| 30D | -4.0% | +5.3% | -9.4% | -5.0% |
| 3M | -4.8% | +51.6% | -56.3% | -12.3% |
| 6M | +14.6% | +61.3% | -46.6% | +4.1% |
| YTD | +54.2% | +59.3% | -5.0% | +40.3% |
| 1Y | +67.1% | +38.3% | +28.8% | +55.7% |
| 3Y | +218.5% | +185.9% | +32.6% | +145.6% |
| 5Y | +466.3% | +159.9% | +306.3% | +334.3% |
| All | +2,521.4% | +979.6% | +1,541.9% | +1,399.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling