+75.4%
USAR vs HALO
+179.6%
-104.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | -8.6% | +5.0% | -13.7% | -9.0% |
| 3M | -20.5% | +53.1% | -73.6% | -22.6% |
| 6M | +1.2% | +60.8% | -59.6% | -1.9% |
| YTD | +48.4% | +60.9% | -12.5% | +44.5% |
| 1Y | +30.6% | +42.8% | -12.2% | +27.7% |
| 3Y | +73.6% | +181.3% | -107.6% | +65.6% |
| All | +75.4% | +179.6% | -104.2% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling