+40.3%
RUN vs HALO
+979.6%
-939.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -3.7% | -2.7% | -1.0% | -2.7% |
| 30D | -13.0% | +5.3% | -18.3% | -14.9% |
| 3M | -31.8% | +51.6% | -83.4% | -42.9% |
| 6M | -32.2% | +61.3% | -93.5% | -45.0% |
| YTD | -53.5% | +59.3% | -112.8% | -62.4% |
| 1Y | -46.5% | +38.3% | -84.8% | -54.3% |
| 3Y | -37.6% | +185.9% | -223.5% | -64.3% |
| 5Y | -80.9% | +159.9% | -240.8% | -88.7% |
| All | +40.3% | +979.6% | -939.2% | -41.2% |
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 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