-39.6%
ZBRA vs HALO
+158.6%
-198.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.4% | -2.7% | -0.7% | -2.7% |
| 30D | -7.4% | +5.3% | -12.7% | -8.7% |
| 3M | +57.5% | +51.6% | +5.9% | +40.8% |
| 6M | +64.0% | +61.3% | +2.7% | +44.0% |
| YTD | +44.3% | +59.3% | -15.0% | +26.6% |
| 1Y | +10.9% | +38.3% | -27.4% | +0.5% |
| 3Y | +37.5% | +185.9% | -148.3% | -5.5% |
| All | -39.6% | +158.6% | -198.2% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling