+568.6%
T vs HALO
+2,448.5%
-1,879.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | +7.6% | +5.0% | +2.6% | +7.2% |
| 3M | +15.3% | +53.1% | -37.8% | +11.5% |
| 6M | -8.5% | +60.8% | -69.2% | -11.9% |
| YTD | +6.8% | +60.9% | -54.2% | +2.6% |
| 1Y | -7.2% | +42.8% | -50.0% | -10.1% |
| 3Y | +108.2% | +181.3% | -73.0% | +89.0% |
| 5Y | +66.1% | +157.6% | -91.5% | +50.4% |
| 10Y | +65.3% | +910.4% | -845.1% | +31.7% |
| All | +568.6% | +2,448.5% | -1,879.9% | +336.8% |
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