+1,472.4%
UNH vs HALO
+2,422.4%
-950.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | -2.7% | -1.8% | -4.2% |
| 30D | -6.5% | +5.3% | -11.8% | -7.2% |
| 3M | -6.0% | +51.6% | -57.6% | -11.0% |
| 6M | +33.7% | +61.3% | -27.6% | +25.4% |
| YTD | +16.4% | +59.3% | -42.9% | +9.2% |
| 1Y | +10.1% | +38.3% | -28.2% | +4.9% |
| 3Y | -16.3% | +185.9% | -202.2% | -28.0% |
| 5Y | +2.1% | +159.9% | -157.8% | -12.6% |
| 10Y | +233.1% | +965.6% | -732.5% | +132.2% |
| All | +1,472.4% | +2,422.4% | -950.0% | +717.6% |
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