+1,652.4%
TER vs HALO
+2,492.7%
-840.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | +4.6% | -4.0% | -0.3% |
| 30D | -8.3% | +31.8% | -40.1% | -13.6% |
| 3M | -12.2% | +53.9% | -66.1% | -19.9% |
| 6M | +17.1% | +57.4% | -40.3% | +6.4% |
| YTD | +84.7% | +63.7% | +20.9% | +66.5% |
| 1Y | +199.9% | +50.1% | +149.8% | +174.4% |
| 3Y | +232.8% | +157.3% | +75.4% | +166.0% |
| 5Y | +198.6% | +161.0% | +37.6% | +135.1% |
| 10Y | +1,669.7% | +1,018.7% | +651.1% | +935.7% |
| All | +1,652.4% | +2,492.7% | -840.3% | +641.3% |
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