+83.6%
USB vs HALO
+743.1%
-659.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -0.5% | -22.0% | +21.4% | +3.3% |
| 30D | +5.7% | -8.5% | +14.2% | +6.9% |
| 3M | -4.7% | -0.9% | -3.8% | -5.0% |
| 6M | +13.4% | +53.1% | -39.7% | +4.4% |
| YTD | +17.0% | +51.1% | -34.1% | +7.6% |
| 1Y | +32.4% | +45.0% | -12.6% | +22.4% |
| 3Y | +101.7% | +173.0% | -71.3% | +61.0% |
| 5Y | +24.4% | +163.6% | -139.2% | -1.9% |
| 10Y | +83.6% | +708.3% | -624.7% | +22.0% |
| All | +83.6% | +743.1% | -659.5% | +22.0% |
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