+212.4%
URI vs HALO
+156.4%
+56.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | +5.0% | -2.1% | +7.1% | +5.4% |
| 30D | -9.4% | +4.6% | -14.1% | -10.3% |
| 3M | -5.8% | +50.2% | -56.1% | -14.0% |
| 6M | +25.8% | +57.6% | -31.8% | +13.5% |
| YTD | +27.9% | +59.6% | -31.7% | +14.7% |
| 1Y | +9.7% | +41.2% | -31.5% | +0.8% |
| 3Y | +128.0% | +178.9% | -50.9% | +67.4% |
| 5Y | +212.4% | +160.1% | +52.3% | +127.8% |
| All | +212.4% | +156.4% | +56.0% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling