+46.0%
RF vs HALO
+167.8%
-121.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.3% | -19.9% | +20.3% | +3.6% |
| 30D | +6.2% | -6.7% | +12.9% | +7.0% |
| 3M | -7.8% | +0.4% | -8.2% | -8.4% |
| 6M | +5.9% | +60.6% | -54.7% | -3.3% |
| YTD | +9.0% | +53.0% | -44.0% | +0.1% |
| 1Y | +19.3% | +51.4% | -32.2% | +9.5% |
| 3Y | +116.4% | +176.5% | -60.0% | +67.5% |
| 5Y | +46.0% | +169.7% | -123.7% | +16.3% |
| All | +46.0% | +167.8% | -121.8% | +16.3% |
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