-53.2%
S vs HALO
+140.9%
-194.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -7.7% | +4.6% | -12.3% | -8.9% |
| 30D | -5.3% | +31.8% | -37.2% | -13.1% |
| 3M | +20.3% | +53.9% | -33.6% | +5.4% |
| 6M | +47.4% | +57.4% | -10.0% | +27.6% |
| YTD | +32.5% | +63.7% | -31.2% | +12.8% |
| 1Y | +9.5% | +50.1% | -40.6% | -4.7% |
| 3Y | +15.5% | +157.3% | -141.8% | -24.1% |
| 5Y | -71.2% | +161.0% | -232.2% | -83.4% |
| All | -53.2% | +140.9% | -194.1% | -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 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