+165.0%
W vs HALO
+1,114.2%
-949.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +6.5% | +0.5% | +5.9% | +6.3% |
| 30D | -6.2% | +5.0% | -11.3% | -7.9% |
| 3M | +48.9% | +53.1% | -4.3% | +27.3% |
| 6M | +31.2% | +60.8% | -29.6% | +9.9% |
| YTD | -0.4% | +60.9% | -61.4% | -17.2% |
| 1Y | +14.8% | +42.8% | -28.0% | -0.7% |
| 3Y | +40.5% | +181.3% | -140.7% | -9.8% |
| 5Y | -62.1% | +157.6% | -219.7% | -75.0% |
| 10Y | +141.5% | +910.4% | -768.8% | +3.8% |
| All | +165.0% | +1,114.2% | -949.2% | +1.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling