+69.6%
V vs HALO
+157.2%
-87.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -3.0% | -3.4% | +0.3% | -2.6% |
| 30D | +1.2% | +4.3% | -3.1% | +0.7% |
| 3M | +13.9% | +51.8% | -37.9% | +7.7% |
| 6M | +17.2% | +57.8% | -40.5% | +10.2% |
| YTD | +5.3% | +59.0% | -53.7% | -1.3% |
| 1Y | +9.5% | +41.2% | -31.7% | +4.1% |
| 3Y | +51.9% | +177.8% | -125.9% | +27.5% |
| 5Y | +69.6% | +159.5% | -89.9% | +37.7% |
| All | +69.6% | +157.2% | -87.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling