+211.9%
TER vs HALO
+157.2%
+54.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | +9.4% | -3.4% | +12.8% | +10.3% |
| 30D | -2.4% | +4.3% | -6.7% | -3.7% |
| 3M | +6.5% | +51.8% | -45.2% | -6.3% |
| 6M | +23.2% | +57.8% | -34.6% | +7.0% |
| YTD | +91.5% | +59.0% | +32.5% | +66.0% |
| 1Y | +214.8% | +41.2% | +173.6% | +180.9% |
| 3Y | +275.3% | +177.8% | +97.5% | +156.5% |
| 5Y | +211.9% | +159.5% | +52.5% | +104.0% |
| All | +211.9% | +157.2% | +54.7% | +104.0% |
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