+231.7%
RF vs HALO
+743.1%
-511.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -1.3% | -22.0% | +20.6% | +3.6% |
| 30D | +4.6% | -8.5% | +13.1% | +6.1% |
| 3M | -8.4% | -0.9% | -7.5% | -8.9% |
| 6M | +8.9% | +53.1% | -44.3% | -2.3% |
| YTD | +8.8% | +51.1% | -42.3% | -2.4% |
| 1Y | +18.9% | +45.0% | -26.1% | +7.5% |
| 3Y | +116.0% | +173.0% | -57.0% | +60.1% |
| 5Y | +46.0% | +163.6% | -117.6% | +6.0% |
| 10Y | +231.7% | +708.3% | -476.5% | +82.9% |
| All | +231.7% | +743.1% | -511.4% | +82.9% |
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