+199.3%
UPS vs HALO
+2,426.8%
-2,227.5%
-57.9%
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 | -3.7% | -2.1% | -1.6% | -3.5% |
| 30D | -3.7% | +4.6% | -8.4% | -4.2% |
| 3M | -6.6% | +50.2% | -56.8% | -10.4% |
| 6M | +2.6% | +57.6% | -55.0% | -2.2% |
| YTD | +4.8% | +59.6% | -54.8% | -0.3% |
| 1Y | +25.3% | +41.2% | -15.9% | +20.5% |
| 3Y | -26.9% | +178.9% | -205.7% | -35.3% |
| 5Y | -33.5% | +160.1% | -193.6% | -41.4% |
| 10Y | +36.1% | +967.5% | -931.4% | +2.0% |
| All | +199.3% | +2,426.8% | -2,227.5% | +81.0% |
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