+57.7%
USAR vs HALO
+177.6%
-119.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -9.3% | -3.4% | -5.9% | -9.1% |
| 30D | -15.2% | +4.3% | -19.4% | -15.4% |
| 3M | -21.1% | +51.8% | -72.9% | -23.2% |
| 6M | -21.6% | +57.8% | -79.4% | -23.9% |
| YTD | +34.8% | +59.0% | -24.2% | +31.3% |
| 1Y | +15.6% | +41.2% | -25.5% | +13.2% |
| All | +57.7% | +177.6% | -119.8% | +50.5% |
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