+350.1%
USB vs HALO
+2,338.4%
-1,988.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.7% | +15.2% | +1.8% |
| 7D | 0.0% | -20.8% | +20.8% | +3.2% |
| 30D | +5.8% | -6.5% | +12.3% | +6.6% |
| 3M | -6.0% | +20.8% | -26.8% | -9.2% |
| 6M | +7.8% | +56.2% | -48.4% | 0.0% |
| YTD | +14.6% | +54.0% | -39.4% | +6.3% |
| 1Y | +31.8% | +51.5% | -19.8% | +22.4% |
| 3Y | +91.5% | +193.9% | -102.4% | +57.2% |
| 5Y | +22.0% | +154.6% | -132.5% | +0.9% |
| 10Y | +96.1% | +1,124.9% | -1,028.9% | +23.1% |
| All | +350.1% | +2,338.4% | -1,988.3% | +112.2% |
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 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