+5.5%
URI vs HALO
+47.3%
-41.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.0% | +4.6% | -6.6% | -2.5% |
| 30D | -12.9% | +31.8% | -44.8% | -16.3% |
| 3M | -6.7% | +53.9% | -60.6% | -12.9% |
| 6M | +19.0% | +57.4% | -38.4% | +10.1% |
| YTD | +25.5% | +63.7% | -38.2% | +14.4% |
| 1Y | +5.5% | +50.1% | -44.6% | -2.9% |
| All | +5.5% | +47.3% | -41.7% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling