-16.5%
Z vs HALO
+170.1%
-186.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +0.8% | -3.2% | +4.1% | +1.4% |
| 30D | +5.2% | -14.2% | +19.4% | +8.1% |
| 3M | -17.0% | -0.4% | -16.6% | -16.8% |
| 6M | -22.7% | +43.2% | -65.8% | -27.5% |
| YTD | -56.3% | +49.0% | -105.3% | -59.6% |
| 1Y | -57.7% | +40.8% | -98.5% | -60.4% |
| 3Y | -16.5% | +167.4% | -183.9% | -39.1% |
| All | -16.5% | +170.1% | -186.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling