+163.6%
W vs HALO
+1,135.3%
-971.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -4.2% | +4.6% | -8.8% | -5.7% |
| 30D | -7.6% | +31.8% | -39.4% | -16.6% |
| 3M | +37.2% | +53.9% | -16.7% | +17.1% |
| 6M | +26.3% | +57.4% | -31.0% | +6.6% |
| YTD | -1.0% | +63.7% | -64.7% | -18.1% |
| 1Y | +20.1% | +50.1% | -30.0% | +2.1% |
| 3Y | +37.8% | +157.3% | -119.5% | -8.7% |
| 5Y | -63.7% | +161.0% | -224.6% | -76.1% |
| 10Y | +156.3% | +1,018.7% | -862.4% | +7.5% |
| All | +163.6% | +1,135.3% | -971.7% | -0.2% |
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