+90.1%
RF vs HALO
+162.4%
-72.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.3% | +4.6% | -3.3% | +0.6% |
| 30D | -3.6% | +31.8% | -35.4% | -8.2% |
| 3M | +8.1% | +53.9% | -45.8% | +0.1% |
| 6M | +11.5% | +57.4% | -45.9% | +2.6% |
| YTD | +15.6% | +63.7% | -48.2% | +5.5% |
| 1Y | +15.7% | +50.1% | -34.4% | +6.9% |
| 3Y | +86.9% | +157.3% | -70.4% | +48.7% |
| All | +90.1% | +162.4% | -72.3% | +47.6% |
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 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