+43.7%
USO vs HALO
+60.4%
-16.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.5% |
| 7D | +6.2% | -2.1% | +8.3% | +5.9% |
| 30D | +19.1% | +4.6% | +14.5% | +20.0% |
| 3M | +14.2% | +50.2% | -36.0% | +29.5% |
| 6M | +43.7% | +57.6% | -13.9% | +69.3% |
| All | +43.7% | +60.4% | -16.7% | +69.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling