-72.4%
USO vs HALO
+3,204.3%
-3,276.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +6.2% | -2.1% | +8.3% | +6.4% |
| 30D | +19.1% | +4.6% | +14.5% | +18.7% |
| 3M | +14.2% | +50.2% | -36.0% | +10.4% |
| 6M | +43.7% | +57.6% | -13.9% | +38.1% |
| YTD | +116.8% | +59.6% | +57.3% | +107.7% |
| 1Y | +104.3% | +41.2% | +63.2% | +97.5% |
| 3Y | +91.5% | +178.9% | -87.3% | +71.3% |
| 5Y | +214.1% | +160.1% | +54.0% | +179.1% |
| 10Y | +77.0% | +967.5% | -890.5% | +34.2% |
| All | -72.4% | +3,204.3% | -3,276.7% | -82.2% |
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