+54.0%
UNP vs HALO
+157.2%
-103.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.8% |
| 30D | -2.0% | +4.3% | -6.2% | -2.4% |
| 3M | +7.5% | +51.8% | -44.3% | +2.6% |
| 6M | +15.3% | +57.8% | -42.5% | +9.4% |
| YTD | +25.4% | +59.0% | -33.6% | +18.6% |
| 1Y | +35.6% | +41.2% | -5.6% | +29.8% |
| 3Y | +44.1% | +177.8% | -133.7% | +24.3% |
| 5Y | +54.0% | +159.5% | -105.5% | +29.3% |
| All | +54.0% | +157.2% | -103.2% | +29.3% |
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