+30.1%
XYZ vs HALO
+49.6%
-19.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | -2.2% | -22.0% | +19.8% | +0.1% |
| 30D | +11.6% | -8.5% | +20.0% | +12.4% |
| 3M | +8.4% | -0.9% | +9.3% | +8.5% |
| 6M | +17.2% | +53.1% | -36.0% | +9.9% |
| YTD | +31.7% | +51.1% | -19.4% | +21.9% |
| 1Y | +30.1% | +45.0% | -14.9% | +21.2% |
| All | +30.1% | +49.6% | -19.6% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling