-55.9%
W vs HALO
+156.0%
-211.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | +6.8% | -14.2% | +21.0% | +12.9% |
| 3M | +10.7% | -0.4% | +11.1% | +9.9% |
| 6M | +86.3% | +43.2% | +43.2% | +58.1% |
| YTD | +11.5% | +49.0% | -37.5% | -8.2% |
| 1Y | +5.1% | +40.8% | -35.7% | -11.4% |
| 3Y | +171.0% | +167.4% | +3.6% | +51.5% |
| All | -55.9% | +156.0% | -211.8% | -76.8% |
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 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