-41.8%
TECH vs HALO
+156.4%
-198.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.6% |
| 30D | +0.3% | +4.6% | -4.4% | -1.3% |
| 3M | +32.9% | +50.2% | -17.3% | +15.1% |
| 6M | +32.1% | +57.6% | -25.5% | +12.3% |
| YTD | +23.4% | +59.6% | -36.2% | +4.0% |
| 1Y | +34.1% | +41.2% | -7.1% | +17.5% |
| 3Y | +2.2% | +178.9% | -176.7% | -33.0% |
| 5Y | -41.8% | +160.1% | -201.9% | -63.4% |
| All | -41.8% | +156.4% | -198.2% | -63.4% |
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