+113.5%
RF vs HALO
+2,492.7%
-2,379.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.3% | +4.6% | -3.3% | +0.4% |
| 30D | -3.6% | +31.8% | -35.4% | -9.2% |
| 3M | +8.1% | +53.9% | -45.8% | -1.4% |
| 6M | +11.5% | +57.4% | -45.9% | +1.0% |
| YTD | +15.6% | +63.7% | -48.2% | +3.7% |
| 1Y | +15.7% | +50.1% | -34.4% | +5.3% |
| 3Y | +86.9% | +157.3% | -70.4% | +47.2% |
| 5Y | +89.8% | +161.0% | -71.2% | +45.9% |
| 10Y | +344.7% | +1,018.7% | -674.0% | +141.2% |
| All | +113.5% | +2,492.7% | -2,379.2% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling