-18.3%
RUN vs HALO
+357.4%
-375.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -4.3% |
| 7D | -1.8% | -2.1% | +0.3% | -1.1% |
| 30D | -10.8% | +4.6% | -15.5% | -12.4% |
| 3M | -30.2% | +50.2% | -80.4% | -40.0% |
| 6M | -22.3% | +57.6% | -79.9% | -34.7% |
| YTD | -52.2% | +59.6% | -111.7% | -60.2% |
| 1Y | -45.1% | +41.2% | -86.3% | -52.4% |
| 3Y | -37.1% | +178.9% | -216.0% | -60.2% |
| 5Y | -80.3% | +160.1% | -240.4% | -87.3% |
| 10Y | +45.2% | +967.5% | -922.3% | -32.8% |
| All | -18.3% | +357.4% | -375.7% | -58.5% |
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