-34.7%
UPS vs HALO
+158.6%
-193.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.7% |
| 30D | -2.0% | +5.3% | -7.3% | -2.5% |
| 3M | -6.2% | +51.6% | -57.8% | -10.9% |
| 6M | +2.8% | +61.3% | -58.5% | -3.1% |
| YTD | +5.9% | +59.3% | -53.4% | -0.2% |
| 1Y | +26.2% | +38.3% | -12.0% | +20.8% |
| 3Y | -26.0% | +185.9% | -211.9% | -37.4% |
| All | -34.7% | +158.6% | -193.3% | -48.1% |
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