+41.2%
USB vs HALO
+162.4%
-121.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.4% | +4.6% | -3.2% | +0.7% |
| 30D | -1.3% | +31.8% | -33.1% | -5.9% |
| 3M | +15.2% | +53.9% | -38.7% | +6.9% |
| 6M | +18.8% | +57.4% | -38.5% | +9.6% |
| YTD | +21.0% | +63.7% | -42.7% | +10.6% |
| 1Y | +34.0% | +50.1% | -16.1% | +24.1% |
| 3Y | +95.3% | +157.3% | -62.0% | +56.2% |
| All | +41.2% | +162.4% | -121.2% | +10.2% |
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