+2,803.2%
UNP vs HALO
+2,426.8%
+376.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -1.7% | -2.1% | +0.3% | -1.5% |
| 30D | -2.1% | +4.6% | -6.8% | -2.7% |
| 3M | +5.4% | +50.2% | -44.8% | 0.0% |
| 6M | +13.4% | +57.6% | -44.2% | +6.8% |
| YTD | +25.0% | +59.6% | -34.6% | +17.3% |
| 1Y | +34.6% | +41.2% | -6.6% | +28.0% |
| 3Y | +43.6% | +178.9% | -135.2% | +23.1% |
| 5Y | +51.7% | +160.1% | -108.4% | +29.1% |
| 10Y | +282.5% | +967.5% | -685.0% | +163.9% |
| All | +2,803.2% | +2,426.8% | +376.4% | +1,461.0% |
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