+1,186.2%
URI vs HALO
+977.5%
+208.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -0.5% | -3.4% | +2.9% | +0.4% |
| 30D | -13.4% | +4.3% | -17.6% | -14.5% |
| 3M | -6.2% | +51.8% | -58.0% | -17.1% |
| 6M | +28.0% | +57.8% | -29.8% | +11.6% |
| YTD | +23.0% | +59.0% | -36.0% | +6.5% |
| 1Y | +5.5% | +41.2% | -35.6% | -5.8% |
| 3Y | +119.2% | +177.8% | -58.7% | +50.3% |
| 5Y | +201.0% | +159.5% | +41.6% | +104.0% |
| All | +1,186.2% | +977.5% | +208.7% | +401.9% |
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 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