+1,124.9%
TER vs HALO
+2,259.3%
-1,134.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +14.4% | -3.2% | +17.6% | +15.0% |
| 30D | -30.6% | -14.2% | -16.4% | -28.7% |
| 3M | -39.2% | -0.4% | -38.8% | -39.5% |
| 6M | -31.3% | +43.2% | -74.5% | -36.7% |
| YTD | +29.1% | +49.0% | -19.9% | +17.9% |
| 1Y | +47.4% | +40.8% | +6.6% | +36.0% |
| 3Y | +191.2% | +167.4% | +23.8% | +130.5% |
| 5Y | +74.0% | +157.4% | -83.4% | +36.9% |
| 10Y | +1,005.1% | +697.1% | +308.0% | +587.3% |
| All | +1,124.9% | +2,259.3% | -1,134.4% | +425.0% |
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 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