+82.0%
USO vs HALO
+979.6%
-897.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -2.7% | +11.8% | +9.3% |
| 30D | +21.7% | +5.3% | +16.4% | +21.3% |
| 3M | +20.2% | +51.6% | -31.3% | +17.3% |
| 6M | +43.4% | +61.3% | -17.9% | +39.2% |
| YTD | +124.0% | +59.3% | +64.7% | +117.1% |
| 1Y | +112.2% | +38.3% | +73.9% | +107.6% |
| 3Y | +97.7% | +185.9% | -88.2% | +78.2% |
| 5Y | +217.4% | +159.9% | +57.5% | +184.5% |
| All | +82.0% | +979.6% | -897.6% | +44.7% |
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