+18.9%
UL vs HALO
+158.6%
-139.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -3.2% |
| 30D | +0.5% | +5.3% | -4.8% | +0.1% |
| 3M | +7.2% | +51.6% | -44.3% | +3.5% |
| 6M | -3.1% | +61.3% | -64.3% | -6.9% |
| YTD | -2.7% | +59.3% | -62.0% | -6.6% |
| 1Y | -10.2% | +38.3% | -48.5% | -12.9% |
| 3Y | +20.3% | +185.9% | -165.6% | +8.1% |
| All | +18.9% | +158.6% | -139.7% | +3.3% |
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