-5.8%
Z vs HALO
+928.6%
-934.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | -3.7% | +5.0% | -8.8% | -5.3% |
| 3M | -7.0% | +53.1% | -60.1% | -20.1% |
| 6M | -29.5% | +60.8% | -90.3% | -40.6% |
| YTD | -52.6% | +60.9% | -113.5% | -60.4% |
| 1Y | -64.0% | +42.8% | -106.8% | -68.8% |
| 3Y | -36.4% | +181.3% | -217.7% | -59.8% |
| 5Y | -65.8% | +157.6% | -223.3% | -78.3% |
| 10Y | -5.8% | +910.4% | -916.2% | -59.2% |
| All | -5.8% | +928.6% | -934.4% | -59.2% |
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 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