+152.3%
W vs HALO
+977.5%
-825.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +0.5% | -3.4% | +3.9% | +1.8% |
| 30D | -5.6% | +4.3% | -9.8% | -7.2% |
| 3M | +41.9% | +51.8% | -9.9% | +18.9% |
| 6M | +30.2% | +57.8% | -27.6% | +7.0% |
| YTD | -2.9% | +59.0% | -61.9% | -21.2% |
| 1Y | +11.6% | +41.2% | -29.6% | -5.2% |
| 3Y | +37.0% | +177.8% | -140.9% | -18.8% |
| 5Y | -62.8% | +159.5% | -222.3% | -77.4% |
| All | +152.3% | +977.5% | -825.2% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling