+19.3%
TPR vs HALO
+92.7%
-73.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +12.6% | +0.2% | +12.4% | +12.6% |
| 30D | +7.1% | +20.3% | -13.2% | +4.7% |
| 3M | -19.4% | +56.6% | -76.0% | -24.0% |
| 6M | -9.7% | +101.9% | -111.6% | -18.6% |
| YTD | -1.0% | +93.7% | -94.7% | -8.3% |
| 1Y | +19.3% | +91.5% | -72.2% | +11.1% |
| All | +19.3% | +92.7% | -73.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling