+125.0%
URI vs HALO
+176.9%
-52.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | -12.5% | +5.0% | -17.6% | -13.2% |
| 3M | -6.2% | +53.1% | -59.3% | -12.0% |
| 6M | +25.9% | +60.8% | -34.9% | +17.1% |
| YTD | +26.2% | +60.9% | -34.7% | +17.1% |
| 1Y | +5.5% | +42.8% | -37.3% | -0.6% |
| 3Y | +125.0% | +181.3% | -56.3% | +76.9% |
| All | +125.0% | +176.9% | -52.0% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling