-37.8%
U vs HALO
+278.1%
-315.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | +4.4% | -2.1% | +6.4% | +5.2% |
| 30D | -1.3% | +4.6% | -5.9% | -3.3% |
| 3M | +49.6% | +50.2% | -0.7% | +25.4% |
| 6M | +100.2% | +57.6% | +42.6% | +63.4% |
| YTD | -3.7% | +59.6% | -63.3% | -22.4% |
| 1Y | -6.5% | +41.2% | -47.7% | -20.9% |
| 3Y | +12.9% | +178.9% | -166.0% | -38.3% |
| 5Y | -68.3% | +160.1% | -228.4% | -82.4% |
| All | -37.8% | +278.1% | -315.9% | -72.2% |
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