+604.5%
XYZ vs HALO
+924.7%
-320.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | -3.7% | -2.1% | -1.6% | -3.0% |
| 30D | +0.5% | +4.6% | -4.1% | -1.2% |
| 3M | +16.3% | +50.2% | -34.0% | -1.0% |
| 6M | +21.1% | +57.6% | -36.5% | +0.9% |
| YTD | +22.0% | +59.6% | -37.6% | +0.4% |
| 1Y | +5.2% | +41.2% | -36.0% | -9.8% |
| 3Y | +49.6% | +178.9% | -129.3% | -11.7% |
| 5Y | -68.4% | +160.1% | -228.5% | -81.1% |
| 10Y | +604.5% | +967.5% | -363.0% | +185.0% |
| All | +604.5% | +924.7% | -320.2% | +185.0% |
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