+849.1%
TPR vs HALO
+2,492.7%
-1,643.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.3% | +4.6% | -6.9% | -3.0% |
| 30D | -23.0% | +31.8% | -54.8% | -26.5% |
| 3M | -12.5% | +53.9% | -66.4% | -18.6% |
| 6M | -21.4% | +57.4% | -78.8% | -27.3% |
| YTD | -3.5% | +63.7% | -67.2% | -11.4% |
| 1Y | +17.4% | +50.1% | -32.8% | +9.0% |
| 3Y | +291.3% | +157.3% | +133.9% | +224.1% |
| 5Y | +241.9% | +161.0% | +80.9% | +178.6% |
| 10Y | +322.7% | +1,018.7% | -696.0% | +163.5% |
| All | +849.1% | +2,492.7% | -1,643.6% | +308.0% |
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