-53.5%
S vs HALO
+134.3%
-187.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | -2.7% | +2.1% | +0.1% |
| 30D | -11.4% | +5.3% | -16.7% | -12.9% |
| 3M | +33.8% | +51.6% | -17.8% | +17.8% |
| 6M | +39.5% | +61.3% | -21.8% | +19.9% |
| YTD | +31.7% | +59.3% | -27.6% | +12.9% |
| 1Y | +7.0% | +38.3% | -31.3% | -4.5% |
| 3Y | +11.8% | +185.9% | -174.1% | -30.7% |
| 5Y | -69.0% | +159.9% | -229.0% | -82.2% |
| All | -53.5% | +134.3% | -187.8% | -72.8% |
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