-53.6%
Z vs HALO
+92.7%
-146.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +9.3% |
| 7D | +10.2% | +0.2% | +9.9% | +10.1% |
| 30D | +23.7% | +20.3% | +3.3% | +21.9% |
| 3M | -6.6% | +56.6% | -63.2% | -8.9% |
| 6M | -23.0% | +101.9% | -124.9% | -26.0% |
| YTD | -50.3% | +93.7% | -144.0% | -52.2% |
| 1Y | -53.6% | +91.5% | -145.1% | -54.7% |
| All | -53.6% | +92.7% | -146.3% | -54.7% |
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