-68.9%
U vs HALO
+157.2%
-226.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | 0.0% | -3.4% | +3.4% | +1.3% |
| 30D | -4.1% | +4.3% | -8.4% | -5.8% |
| 3M | +57.8% | +51.8% | +6.0% | +32.5% |
| 6M | +103.5% | +57.8% | +45.7% | +67.2% |
| YTD | -4.8% | +59.0% | -63.7% | -22.6% |
| 1Y | -2.4% | +41.2% | -43.6% | -16.9% |
| 3Y | +11.7% | +177.8% | -166.2% | -39.4% |
| 5Y | -68.9% | +159.5% | -228.3% | -83.5% |
| All | -68.9% | +157.2% | -226.1% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling