+71.0%
UBER vs HALO
+563.3%
-492.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -7.0% | -2.1% | -5.0% | -6.4% |
| 30D | -8.9% | +4.6% | -13.6% | -10.3% |
| 3M | +1.0% | +50.2% | -49.2% | -12.4% |
| 6M | -3.7% | +57.6% | -61.3% | -18.1% |
| YTD | -13.0% | +59.6% | -72.6% | -27.0% |
| 1Y | -25.5% | +41.2% | -66.7% | -35.1% |
| 3Y | +50.5% | +178.9% | -128.4% | -9.3% |
| 5Y | +76.2% | +160.1% | -83.9% | +3.7% |
| All | +71.0% | +563.3% | -492.3% | -50.6% |
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