-14.5%
Z vs HALO
+922.0%
-936.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | -5.2% | -20.2% | +15.0% | +2.1% |
| 30D | +5.7% | -6.8% | +12.5% | +7.9% |
| 3M | -8.7% | -0.2% | -8.6% | -9.1% |
| 6M | -26.0% | +60.5% | -86.5% | -38.3% |
| YTD | -55.0% | +52.9% | -108.0% | -62.3% |
| 1Y | -58.0% | +50.8% | -108.8% | -64.7% |
| 3Y | -15.2% | +180.6% | -195.8% | -47.6% |
| 5Y | -53.8% | +166.6% | -220.4% | -71.9% |
| 10Y | -14.5% | +801.2% | -815.7% | -64.3% |
| All | -14.5% | +922.0% | -936.6% | -64.3% |
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 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