+49.7%
USHY vs HALO
+541.1%
-491.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | -0.7% | +5.3% | -6.0% | -1.0% |
| 3M | +0.1% | +51.6% | -51.5% | -2.7% |
| 6M | +1.8% | +61.3% | -59.5% | -1.5% |
| YTD | +1.8% | +59.3% | -57.5% | -1.5% |
| 1Y | +3.3% | +38.3% | -35.0% | +0.8% |
| 3Y | +27.0% | +185.9% | -158.9% | +16.0% |
| 5Y | +21.0% | +159.9% | -138.9% | +10.3% |
| All | +49.7% | +541.1% | -491.4% | +25.3% |
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