+1,135.8%
URI vs HALO
+689.5%
+446.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +6.7% | -3.2% | +10.0% | +7.6% |
| 30D | +8.9% | -14.2% | +23.0% | +12.7% |
| 3M | +0.5% | -0.4% | +0.9% | -0.2% |
| 6M | +20.7% | +43.2% | -22.5% | +8.0% |
| YTD | +40.0% | +49.0% | -9.0% | +23.2% |
| 1Y | +34.4% | +40.8% | -6.4% | +19.9% |
| 3Y | +149.5% | +167.4% | -17.9% | +74.5% |
| 5Y | +205.6% | +157.4% | +48.2% | +109.1% |
| All | +1,135.8% | +689.5% | +446.3% | +520.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling