-53.9%
RUN vs HALO
+92.7%
-146.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | +18.5% | +0.2% | +18.2% | +18.4% |
| 30D | +15.5% | +20.3% | -4.8% | +12.2% |
| 3M | -20.3% | +56.6% | -76.9% | -26.2% |
| 6M | -30.8% | +101.9% | -132.6% | -39.4% |
| YTD | -52.2% | +93.7% | -145.9% | -59.7% |
| 1Y | -53.9% | +91.5% | -145.4% | -59.9% |
| All | -53.9% | +92.7% | -146.6% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling