+89.2%
USB vs HALO
+922.0%
-832.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +0.8% | -20.2% | +20.9% | +4.3% |
| 30D | +6.8% | -6.8% | +13.6% | +7.7% |
| 3M | -3.8% | -0.2% | -3.6% | -4.2% |
| 6M | +11.7% | +60.5% | -48.8% | +2.0% |
| YTD | +17.5% | +52.9% | -35.4% | +7.8% |
| 1Y | +33.8% | +50.8% | -17.1% | +22.9% |
| 3Y | +104.2% | +180.6% | -76.4% | +62.1% |
| 5Y | +26.4% | +166.6% | -140.1% | -0.6% |
| 10Y | +89.2% | +801.2% | -712.0% | +23.5% |
| All | +89.2% | +922.0% | -832.8% | +23.5% |
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 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