+24.7%
Z vs HALO
+373.1%
-348.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.0% | +4.6% | -7.6% | -4.3% |
| 30D | -4.2% | +31.8% | -36.0% | -12.3% |
| 3M | -3.7% | +53.9% | -57.6% | -16.0% |
| 6M | -24.5% | +57.4% | -81.9% | -34.8% |
| YTD | -49.3% | +63.7% | -113.0% | -57.0% |
| 1Y | -58.7% | +50.1% | -108.8% | -64.2% |
| 3Y | -34.1% | +157.3% | -191.5% | -54.4% |
| 5Y | -64.5% | +161.0% | -225.5% | -76.1% |
| 10Y | -0.5% | +1,018.7% | -1,019.2% | -53.6% |
| All | +24.7% | +373.1% | -348.4% | -38.1% |
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 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