+1.3%
U vs HALO
+41.1%
-39.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +5.5% | -2.7% | +8.2% | +5.9% |
| 30D | -1.3% | +5.3% | -6.6% | -2.1% |
| 3M | +64.6% | +51.6% | +13.0% | +55.5% |
| 6M | +119.4% | +61.3% | +58.1% | +106.4% |
| YTD | -0.5% | +59.3% | -59.8% | -6.1% |
| 1Y | +1.3% | +38.3% | -37.0% | -4.4% |
| All | +1.3% | +41.1% | -39.8% | -4.4% |
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