+1,851.9%
TER vs HALO
+979.6%
+872.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | -2.7% | +9.1% | +7.1% |
| 30D | -5.7% | +5.3% | -11.0% | -7.2% |
| 3M | -0.4% | +51.6% | -52.0% | -12.7% |
| 6M | +25.8% | +61.3% | -35.4% | +8.3% |
| YTD | +96.4% | +59.3% | +37.1% | +69.5% |
| 1Y | +229.2% | +38.3% | +191.0% | +194.9% |
| 3Y | +288.1% | +185.9% | +102.3% | +165.0% |
| 5Y | +219.9% | +159.9% | +60.0% | +119.4% |
| All | +1,851.9% | +979.6% | +872.4% | +914.5% |
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