+454.3%
UL vs HALO
+2,426.8%
-1,972.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.6% |
| 7D | -3.2% | -2.1% | -1.2% | -3.1% |
| 30D | -0.6% | +4.6% | -5.2% | -1.0% |
| 3M | +9.4% | +50.2% | -40.8% | +5.8% |
| 6M | -4.1% | +57.6% | -61.7% | -7.7% |
| YTD | -2.0% | +59.6% | -61.5% | -5.8% |
| 1Y | -9.0% | +41.2% | -50.1% | -11.8% |
| 3Y | +21.8% | +178.9% | -157.0% | +10.4% |
| 5Y | +20.6% | +160.1% | -139.5% | +8.7% |
| 10Y | +67.7% | +967.5% | -899.8% | +30.9% |
| All | +454.3% | +2,426.8% | -1,972.5% | +264.3% |
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 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