+338.5%
RF vs HALO
+924.7%
-586.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -0.1% | -2.1% | +1.9% | +0.3% |
| 30D | -4.0% | +4.6% | -8.7% | -5.0% |
| 3M | +5.6% | +50.2% | -44.7% | -4.1% |
| 6M | +13.1% | +57.6% | -44.5% | +1.4% |
| YTD | +13.6% | +59.6% | -46.0% | +1.3% |
| 1Y | +16.0% | +41.2% | -25.2% | +6.0% |
| 3Y | +90.2% | +178.9% | -88.7% | +41.1% |
| 5Y | +87.0% | +160.1% | -73.1% | +37.2% |
| 10Y | +338.5% | +967.5% | -629.0% | +122.6% |
| All | +338.5% | +924.7% | -586.2% | +122.6% |
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