+533.2%
XYZ vs HALO
+527.5%
+5.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.0% | +4.6% | -5.6% | -2.5% |
| 30D | -1.7% | +31.8% | -33.5% | -11.6% |
| 3M | +16.7% | +53.9% | -37.2% | -0.6% |
| 6M | +26.9% | +57.4% | -30.5% | +6.6% |
| YTD | +27.1% | +63.7% | -36.6% | +4.8% |
| 1Y | +9.3% | +50.1% | -40.9% | -7.6% |
| 3Y | +42.3% | +157.3% | -115.1% | -9.8% |
| 5Y | -69.3% | +161.0% | -230.3% | -81.0% |
| 10Y | +586.8% | +1,018.7% | -431.9% | +168.1% |
| All | +533.2% | +527.5% | +5.7% | +133.3% |
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