+6.5%
Z vs HALO
+345.0%
-338.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.7% | +13.3% | +2.2% |
| 7D | -4.6% | -20.8% | +16.3% | +1.9% |
| 30D | +8.3% | -6.5% | +14.8% | +10.2% |
| 3M | -11.6% | +20.8% | -32.4% | -17.2% |
| 6M | -33.6% | +56.2% | -89.8% | -42.7% |
| YTD | -56.7% | +54.0% | -110.7% | -62.7% |
| 1Y | -59.1% | +51.5% | -110.7% | -64.8% |
| 3Y | -20.4% | +193.9% | -214.3% | -47.3% |
| 5Y | -55.3% | +154.6% | -209.8% | -69.7% |
| 10Y | -14.2% | +1,124.9% | -1,139.2% | -60.3% |
| All | +6.5% | +345.0% | -338.4% | -46.3% |
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 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