-69.0%
S vs HALO
+156.0%
-225.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.0% | -3.2% | +5.2% | +2.9% |
| 30D | -2.7% | -14.2% | +11.5% | +1.0% |
| 3M | -6.9% | -0.4% | -6.5% | -7.7% |
| 6M | +38.1% | +43.2% | -5.1% | +22.3% |
| YTD | +48.0% | +49.0% | -1.0% | +28.2% |
| 1Y | +34.5% | +40.8% | -6.4% | +18.2% |
| 3Y | +38.3% | +167.4% | -129.1% | -13.5% |
| All | -69.0% | +156.0% | -225.0% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling