+242.2%
ZETA vs HALO
+170.8%
+71.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.1% | -2.1% | +2.0% | +0.6% |
| 30D | +10.5% | +4.6% | +5.8% | +9.0% |
| 3M | +44.3% | +50.2% | -5.9% | +27.4% |
| 6M | +59.4% | +57.6% | +1.8% | +37.9% |
| YTD | +49.5% | +59.6% | -10.1% | +28.1% |
| 1Y | +62.7% | +41.2% | +21.5% | +44.6% |
| 3Y | +274.6% | +178.9% | +95.8% | +147.5% |
| 5Y | +349.3% | +160.1% | +189.2% | +176.3% |
| All | +242.2% | +170.8% | +71.4% | +107.4% |
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