+621.5%
XYZ vs HALO
+743.1%
-121.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | -2.2% | -22.0% | +19.8% | +6.5% |
| 30D | +11.6% | -8.5% | +20.0% | +14.2% |
| 3M | +8.4% | -0.9% | +9.3% | +7.4% |
| 6M | +17.2% | +53.1% | -36.0% | -3.5% |
| YTD | +31.7% | +51.1% | -19.4% | +8.3% |
| 1Y | +30.1% | +45.0% | -14.9% | +8.4% |
| 3Y | +66.4% | +173.0% | -106.5% | -5.4% |
| 5Y | -62.2% | +163.6% | -225.8% | -78.6% |
| 10Y | +621.5% | +708.3% | -86.7% | +162.0% |
| All | +621.5% | +743.1% | -121.6% | +162.0% |
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 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