+529.4%
XYZ vs HALO
+473.3%
+56.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -2.1% | -18.1% | +16.0% | +4.0% |
| 30D | +7.0% | -8.2% | +15.2% | +9.3% |
| 3M | +5.1% | -1.1% | +6.2% | +4.3% |
| 6M | +14.1% | +41.9% | -27.9% | -1.4% |
| YTD | +26.4% | +49.6% | -23.2% | +6.4% |
| 1Y | +25.1% | +42.5% | -17.5% | +6.9% |
| 3Y | +59.7% | +170.3% | -110.5% | -1.9% |
| 5Y | -63.8% | +158.4% | -222.2% | -77.7% |
| 10Y | +592.4% | +700.2% | -107.8% | +193.2% |
| All | +529.4% | +473.3% | +56.1% | +136.9% |
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