+2,926.4%
V vs HALO
+2,103.8%
+822.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.7% | +4.6% | -6.3% | -2.4% |
| 30D | +2.0% | +31.8% | -29.9% | -2.6% |
| 3M | +17.4% | +53.9% | -36.5% | +9.4% |
| 6M | +17.5% | +57.4% | -39.9% | +9.0% |
| YTD | +7.6% | +63.7% | -56.1% | -1.0% |
| 1Y | +7.7% | +50.1% | -42.4% | +0.3% |
| 3Y | +54.7% | +157.3% | -102.7% | +28.9% |
| 5Y | +73.0% | +161.0% | -87.9% | +41.2% |
| 10Y | +390.9% | +1,018.7% | -627.8% | +204.9% |
| All | +2,926.4% | +2,103.8% | +822.6% | +1,139.4% |
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