+67.8%
ZETA vs HALO
+47.3%
+20.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +2.7% | +4.6% | -1.9% | +2.0% |
| 30D | +15.8% | +31.8% | -16.0% | +11.3% |
| 3M | +35.4% | +53.9% | -18.5% | +27.6% |
| 6M | +67.1% | +57.4% | +9.7% | +56.1% |
| YTD | +54.1% | +63.7% | -9.7% | +40.2% |
| 1Y | +67.8% | +50.1% | +17.7% | +64.6% |
| All | +67.8% | +47.3% | +20.6% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling