+995.4%
TER vs HALO
+689.5%
+305.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +14.4% | -3.2% | +17.6% | +15.4% |
| 30D | -30.6% | -14.2% | -16.4% | -27.8% |
| 3M | -39.2% | -0.4% | -38.8% | -39.8% |
| 6M | -31.3% | +43.2% | -74.5% | -39.7% |
| YTD | +29.1% | +49.0% | -19.9% | +11.8% |
| 1Y | +47.4% | +40.8% | +6.6% | +29.7% |
| 3Y | +191.2% | +167.4% | +23.8% | +97.8% |
| 5Y | +74.0% | +157.4% | -83.4% | +16.0% |
| All | +995.4% | +689.5% | +305.9% | +457.1% |
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