-26.2%
UPS vs HALO
+177.6%
-203.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -3.4% | -3.4% | 0.0% | -3.1% |
| 30D | -2.7% | +4.3% | -7.0% | -3.1% |
| 3M | -1.6% | +51.8% | -53.4% | -5.2% |
| 6M | +2.3% | +57.8% | -55.5% | -1.8% |
| YTD | +5.6% | +59.0% | -53.4% | +1.1% |
| 1Y | +27.1% | +41.2% | -14.1% | +22.7% |
| All | -26.2% | +177.6% | -203.8% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling