+403.3%
ZS vs HALO
+414.3%
-11.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -3.8% | -2.1% | -1.8% | -3.2% |
| 30D | -6.0% | +4.6% | -10.6% | -7.3% |
| 3M | +32.0% | +50.2% | -18.2% | +15.9% |
| 6M | +2.1% | +57.6% | -55.5% | -12.2% |
| YTD | -26.2% | +59.6% | -85.7% | -37.2% |
| 1Y | -41.2% | +41.2% | -82.3% | -48.1% |
| 3Y | +3.3% | +178.9% | -175.5% | -33.5% |
| 5Y | -40.7% | +160.1% | -200.8% | -61.9% |
| All | +403.3% | +414.3% | -11.0% | +120.9% |
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